Melt butter in a saucepan over low heat. Whisk in flour to form a thick, foamy mixture. Continue cooking, whisking constantly, until flour has turned golden blonde in color, 5 to 6 minutes. Remove from heat; let roux cool until warm, at least 10 minutes.
Return the saucepan to medium heat. Whisk beef stock into the roux. Bring to a simmer. Stir in parsley; add salt to taste. Stir in merlot 1 tablespoon at a time. Grind in black pepper to taste. Simmer until thickened, 15 to 20 minutes.