Place Brussels sprouts with salt water to barely cover in a small Dutch oven. Bring to a boil; reduce heat, and simmer, uncovered, 20 minutes or until tender. Drain. Place in a serving dish, and keep warm.
Melt butter in a large heavy skillet; gradually add flour, stirring until well blended. Stir in consommé, water, lemon juice, and parsley; cook over medium heat until thickened. Remove from heat, and stir in yolk.
Pour sauce over Brussels sprouts, and serve immediately.