One thing my friend Judy (Milo's mom) said that rings so true to me, especially as a chef, was, “Bones are really important for kids.” As New York restaurant people we say, “Oh, there's nothing like a good roasted marrow bone. It's such a decadent, indulgent thing.” But the idea that a whole food like bone marrow can be beneficial—by helping improve the fingernails, skin, and hair—is valid as well. And of course, bone marrow has such an amazing, unctuous flavor. The marrow from just one soup bone flavors and intensifies a whole pot of French onion soup with an indescribable richness.
Preheat the oven to 425°F. Place the soup bone in a small roasting pan and roast until browned, about 10 minutes.
Heat the oil in a large saucepan or Dutch oven over medium heat and add the onions. Cook, stirring occasionally, for 10 minutes. Reduce the heat to medium-low and continue cooking the onions, stirring frequently and scraping the bottom of the pan, until they soften completely and turn brown, about 30 minutes. Add a little oil to the pan if the onions look dry or start to scorch. (The browned onions can be cooled, covered, and refrigerated for up to 24 hours.)
Sprinkle the flour over the onions and stir to incorporate. Cook, stirring, for 2 to 3 minutes. Add half of the Madeira and cook, stirring, until the onions begin to thicken, for 2 to 3 minutes. Add the rest of the Madeira and then the stock, little by little (about a cup at a time), stirring after each addition. Scrape out the marrow from the roasted bone and add to the soup. Finally, add the Worcestershire, salt, and pepper. Taste for seasoning and adjust if necessary.
Preheat the broiler. Portion the soup into 4 to 6 oven-safe bowls or ramekins. Add 2 slices of the toasted bread to each. Top with the grated cheese. Place the bowls on a baking sheet and broil about 4 inches from the heat until the soup is bubbling up around the bread and the cheese is melted and slightly browned, for 3 to 5 minutes. Top with additional pepper.