In a saucepan, over medium heat, add the oil. When the oil is hot, add the shallots, anchovy and garlic. Saute for 1 minute. Add the ham and mustard. Continue to saute for 1 minute. Add the demi-glace. Bring the liquid to a boil, reduce the heat to medium-low and simmer for 4 minutes. Remove from the heat and serve.