Soak the gelatine leaves in cold water for about 5 minutes, meanwhile bring 100ml of the consommé to the boil. Squeeze the water out of the gelatine leaves and stir them into the hot consommé until completely dissolved then mix with the rest of the consommé and the sherry or Madeira. Place 4 ramekins, small pudding bowls or similar, large enough to hold an egg each onto a small tray. Pour about 1cm of the consommé into each ramekin and transfer to the fridge to set.
Bring a pan of water, large enough to poach the four eggs, to a rolling simmer and add about 1tbls of vinegar. Crack the eggs into 4 teacups and drop them separately into the water. Cook for 2-3 minutes, lifting one with a slotted spoon to ensure the yolk is still runny. Transfer them with the slotted spoon to a bowl of cold water to prevent them cooking any further. Transfer onto some kitchen paper and trim them of any stray bits of egg white.
When the jelly is set, place the egg with the best looking side facing down onto the jelly and top up the ramekin with the rest of the jelly. Return to the fridge for a few hours or until the jelly has set.
To serve, have a bowl a bowl of boiling water ready and dip the ramekins in briefly for a few seconds and carefully turn out onto serving plates. Serve with a green salad or chicory as a starter or as a part of a buffet.