The Day Before:
1 Soak your veal sweetbreads for at least 3 hours in ice-cold water, changing the water every 30 minutes.
2 In a pot filled with cold water, add a few peppercorns, a bay leaf, a sprig of thyme, and a pinch of coarse salt. Plunge your veal sweetbreads into this water. After it reaches a good boil, drain and refresh them in ice-cold water. Remove them and place on paper towels, carefully continuing to clean them and remove any sinews. Place them on a linen-lined plate, then set another plate on top with a 2.2 lb (1 kg) weight in the center. Refrigerate for 12 hours.
3 Prepare your duxelles. In a sauté pan, melt 1.75 oz (50 g) of butter, then add your minced shallots and sweat them gently for 5 to 6 minutes. Add your mushroom duxelles, season with salt and pepper from the mill. When the mushrooms release their first liquid, use a skimmer to press and collect this juice, which we'll use in the glaze recipe. Place parchment paper with a small hole in the center on top, like a chimney, and cook on very low heat for 30 minutes. Remove the paper and let the duxelles dry out. If you wish, you can flambé it with a little cognac, but it's optional. Then set aside.
The Same Day:
4 Preheat your oven to 430°F (220 °C) (425 °F, or gas mark 7 and a half).
5 Start preparing your glaze. In a heavy-bottomed pan, pour in your honey. When it caramelizes, deglaze with the sake, soy sauce, and the reserved mushroom cooking liquid. Reduce by a third, then add your veal stock, stir and taste for seasoning at a boil. Then keep warm.
6 In a sauté pan, melt the remaining 1.75 oz (50 g) of butter. When it's foamy, add the veal sweetbread nuggets, turning them occasionally to color them. Then lay them flat and coat with the glaze. Place in the middle of the oven and baste regularly for 10 minutes.
Finishing:
7 Warm your duxelles, then divide it and arrange it in the center of lovely warm shallow bowls. Place one sweetbread nugget on each, then pour over the remaining hot glaze and sprinkle with your grated orange and lime zest just before serving. For example, you could serve this with a nice parsnip or Jerusalem artichoke purée as a side.
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