Put the onion, carrot, thyme, bay leaf and peppercorns into a saucepan with about a litre of water and 2 teaspoons of salt.
Bring to the boil and simmer for 30 minutes.
Add the sweetbreads to the pan, bring back to the boil and simmer for 6-7 minutes.
Take the pan off the heat and leave the sweetbreads to cool in the stock.
To make the sauce gribiche: