For the veal, cut the lemon into slices and add to the water, bring to a boil. Add the veal and cook at low temperature for 1 1/2 hours.
Stir the hot broth together with the whipped cream to a creamy sauce. Soak the anchovy fillets and crush them with a fork, as well as the capers.
Stir both into the cream sauce, season, and add the egg yolk. Cut the meat into slices and arrange on a warm platter.
Pour the sauce over it and bring to the table.