Sauté the onions in the butter over medium-low heat until golden brown. Stir in the flour and salt, then add the liquid of your choice.
Simmer the mixture, covered, until the onions are very tender. Pour a small amount of the soup into the egg yolks and mix, then pour that mixture into the soup and stir well.
Heat a bit more, but do not allow it to come to a boil. Season with the paprika, nutmeg, Worcestershire sauce, if desired.