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Heat the oil in a frying pan. Add the shallots, carrot, thyme, bay leaves and dried mushrooms and fry over a medium heat for 5-7 mins or until deep golden brown. Scatter over the sugar and cook until beginning to caramelise. Stir in the flour and combine well, then add the miso, balsamic vinegar, tomato purée and madeira and cook for 2 mins. Pour over the stock a little at a time, stirring as you go.
Simmer everything together, uncovered, for 30 mins or until you have a fairly thick gravy. Sieve into a clean saucepan. Season to taste and warm through when ready to serve. Leave to cool completely, then freeze for up to three months or chill for up to three days. Reheat thoroughly in a pan to serve.