Melt the butter in a medium saucepan over medium heat, and whisk in the flour, salt, and cayenne. Continue whisking for a minute or two until the flour has cooked a bit and the mixture is smooth. Pour on the stock and continue whisking until the roux has been incorporated. After the soup comes to a boil, turn the heat down to low and add the bay leaves and walnuts. Simmer for 15 minutes.

Add the cream, sour cream, and fresh marjoram. Cook for another two minutes, and serve.