Peel and finely chop the onion. Heat the butter and fry the onion until transparent. Sprinkle with curry and flour and sauté briefly. Stir in milk and bring to the boil. Add vegetable stock (instant) and simmer for about 5 minutes at medium heat.
Season the sauce with salt and pepper. Remove from heat. To alloy, first whisk the egg yolks, whipped cream and some sauce, then stir into the sauce (do not boil any more!).