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1
Melt the butter in a heavy saucepan over medium heat. Add the flour and stir constantly for 3 to 4 minutes, until the roux is pale gold and smells of toasted flour but has taken on no brown colour. The roux is ready when it loses its raw, pasty smell and the surface appears dry and faintly sandy.
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2
Add the stock gradually, whisking after each addition to prevent lumps, until fully incorporated. Bring to a gentle simmer and cook until the base has thickened to the consistency of thin cream soup, 8 to 10 minutes. The surface should move in slow, lazy bubbles.
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3
Add the crab roe and the Worcestershire sauce. Simmer gently, stirring occasionally, until the roe breaks apart and distributes throughout the base, colouring it from ivory toward pale orange, 5 minutes. This is where the dish lives or dies: the roe must disperse evenly and fully into the base, providing the briny depth and colour that define she-crab soup and separate it from plain crab bisque.
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4
Reduce the heat to low. Pour in the heavy cream and stir to combine. Do not allow the soup to boil from this point; maintain a bare simmer. A broken cream base — grainy, with visible separation — cannot be recovered. The surface should remain smooth and glossy.
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5
Add the lump crabmeat and stir once, gently, to avoid breaking the large pieces. Heat through for 2 to 3 minutes. The meat should be just warmed — identifiable lumps present throughout, not shredded into the base.
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6
Remove from the heat. Stir in the dry sherry. Taste for seasoning. The sherry's oxidised, nutty character should be clearly present. Ladle into warmed cups or small bowls and float a small measure of dry sherry on the surface of each portion at service.