Prepare a "sauce velouté": Melt the butter in a small saucepan over medium heat. Stir in the flour and cook for a couple of minutes. Do not allow the flour to brown. Gradually mix in the fish stock and bring to a low boil. Cook the sauce at a simmer for about 20 minutes.
Whisk the egg yolk and cream together. Extend the sauce velouté into a sauce suprême by whisking this mixture into the hot sauce and continue whisking gently until the sauce thickens a bit more.