Serve this gravy alongside our Toad-in-the-Hole.
Melt butter in a large skillet over medium heat. Cook onions, stirring, until golden, 10 to 15 minutes. Cover; cook over low heat until brown, about 25 minutes.
Add flour. Cook, stirring, 2 minutes. Remove from heat; whisk in wine, stock, and Worcestershire. Bring to a boil. Reduce heat; simmer until thick, about 10 minutes. Season with salt and pepper.