Brown the carcasses in olive oil. Be careful not to use a pan that’s too big; the carcasses must cover the bottom of the pan. Add the vegetables and sweat for a few minutes. Add thyme and parsley, then deglaze with cognac. Flambé the cognac.
Cover with water and simmer for 30 to 45 minutes. Let it cool and strain stock through a fine mesh sieve into a bowl.