Stir the saucepan occasionally, as the red wine sauce reduces in volume. Add the demi-glace once the liquid has reduced by about half. Continue to boil, while the liquid concentrates further and starts to thicken.
Test the liquid after about 20 minutes. The sauce should be thick enough to coat the back of a spoon. If it's too runny, continue to boil the liquid so it thickens.
Pour the liquid through a fine sieve or chinois. Squeeze the last of the liquid out of the shallot with a spoon.
Season with salt and pepper, and serve straight away.