Heat oil in a saucepan over medium heat. Sauté shallots and shrimp until tender. Stir in wine and simmer until liquid is reduced by half. Strain shallots from wine, and return wine to skillet. Stir in cream and 4 Tbsp butter. Heat until butter is melted. Stir in 2 to 3 Tbsp of the roux, until mixture thickens. Cook on low heat for about 5 minutes to eliminate starchy flavor. Season with salt and pepper.
