This is the one dish that does not change on the menu at St. John. The marrowbone comes from a calf's leg; ask your butcher to keep some for you. You will need teaspoons or long thin implements to scrape your marrow out of the bone.
Do you recall eating Sultana Bran for breakfast? The sultana to brean-flake ratio was always a huge anxiety, to a point, sometimes, that one was tempted to add extra sultanas, which inevitably resulted in too many sultanas, and one lost that pleasure of discovering the occasional sweet chewiness in contrast to the branny crunch. With administering such things as capers it is very good to remember Sultana Bran.
Put the bone marrow in an ovenproof frying pan and place in a hot oven. The roasting process should take about 20 minutes depending on the thickness of the bone. You are looking for the marrow to be loose and giving, but not melted away, which it will do if left too long (traditionally the ends would be covered to prevent any seepage, but I like the colouring and crispness at the end).
Meanwhile lightly chop your parsley, just enough to discipline it, mix it with the shallots and capers, and at the last moment, dress.
Here is a dish that should not be completely seasoned before leaving the kitchen rendering a last-minute seasoning unnecessary by the actual eater; this, especially in the case of coarse sea salt, gives texture and uplift at the moment of eating. My approach is to scrape the marrow from the bone onto the toast and season with coarse sea salt. Then a pinch of parsley salad on top of this and eat. Of course once you have your pile of bones, salad, toast, and salt is 'liberty hall'.