Brown roux, which is the thickening for this type of sauce, is flour and fat cooked together until the flour has turned an even, nut-brown color. For an ordinary sauce, the flour is cooked in rendered fresh pork fat, or in cooking oil. But if the sauce is to accompany a delicate dish, such as foie gras, eggs, or vol-au-vent, the flour should be cooked in clarified butter—meaning the butter is melted and decanted, leaving its milky particles behind, as these burn and taste bitter.
It is important that the roux be cooked slowly and evenly. If the flour is burned, it will not thicken the sauce as it should, and it will also impart an unpleasant taste.