Brown onion in the butter and oil, add the oxtails and brown slightly. Add the spices and herbs, then stir in the flour until it bubbles, adding more butter and oil as needed. Pour in the hot water and stock and bring to a boil. Add the remaining ingredients, except the egg and sherry. Simmer for 2 hours. Remove the oxtail, cut the meat and marrow away--add back to the soup and discard the bones.
When ready to serve, chop the eggs coarsely and stir into the soup. Ladle into bowls, stir in a teaspoon of sherry to each, top with parsley -- and put a cruet of sherry on the table, for atmosphere if nothing else.