Finely mince the shallots and garlic. Using a mortar and pestle or by placing them in a Ziploc bag and crushing with a rolling pin, freshly crack the black peppercorns to a coarse consistency. Set aside.

Melt the unsalted butter in a medium saucepan over medium heat. Add the minced shallots and cook for 3-4 minutes until softened and translucent, being careful not to brown them.

Add the minced garlic and freshly cracked black peppercorns to the saucepan. Sauté for another 1-2 minutes until fragrant, stirring constantly to prevent burning.

Pour in the brandy (or Cognac). Bring to a simmer and gently scrape any browned bits from the bottom of the pan with a wooden spoon. Allow the alcohol to reduce by half, which should take about 2-3 minutes.

Add the beef stock and fresh thyme sprig (if using) to the saucepan. Bring the mixture to a gentle boil, then reduce the heat to medium-low and simmer for 8-10 minutes, allowing the stock to reduce by about one-third and intensify in flavor.

Remove the thyme sprig. Whisk in the heavy cream, Dijon mustard, and Worcestershire sauce. Continue to simmer gently for another 5-7 minutes, whisking occasionally, until the sauce has thickened to your desired consistency. It should be rich and coat the back of a spoon.

Taste the sauce and season with salt as needed. Remember, the beef stock already has salt, so add sparingly. If you prefer a smoother sauce, carefully pass it through a fine-mesh sieve to remove the cracked peppercorns and shallots, then return it to the pan and reheat gently.

Serve the Gordon Ramsay Pepper Sauce immediately over your favorite grilled steak, roast beef, or pork loin. Enjoy!