Saute onion in butter until gently golden. Stir in flour, salt, nutmeg and pepper. Dissolve bouillon cubes in boiling water; add to onion mixture slowly. Cook over medium heat. Stir until thickened. Add lettuce. Cover and let cook 3 minutes.
Mix together egg yolk and cream. Stir quarter cup soup into yolk-cream mixture. Pour mixture into soup, stirring constantly. Cook over low heat, stirring, until soup comes to a boil. Remove from heat. Serve at once.