Heat the oil over medium-high heat in a heavy kettle or Dutch oven. Sear the oxtails in batches on all sides until they're lightly browned. Remove the oxtails as you finish browning them.
Return the oxtails to the pot and add all the ingredients in the first part of the list above, up to the marjoram. Add enough water to barely cover everything. Bring the pot to a boil, then reduce to a simmer. Simmer for three to four hours, uncovered.
Remove the oxtails to a bowl. Strain the stock into another bowl and discard all the vegetables. Pull all the lean beef off the oxtails and set aside. Add all the juices that come out as you do this to the stock. Discard the bones and fat. Slice or shreds any big chunks the beef into pieces no bigger than about an inch long. Cover the beef and refrigerate.
Cover the bowl of stock and refrigerate four hours or overnight. The fat will rise to the surface and form a solid cap. Remove this and discard. The stock will have set into a jelly, from all the natural gelatin in the bones.
Bring to a boil one cup of water in a saucepan over medium heat. Add the carrots, rutabagas, and lemon slice. Cook until the vegetables just begin to turn soft. Remove the lemon, and strain out the water. Leave the vegetables in the saucepan, and add the garlic, onions, celery, bell pepper, thyme, and dill. Add the wine, vinegar, and chili sauce. Bring to a boil for a minute.
Add the stock and the beef to the pot and stir until the mixture is well blended. Cover the pot and put it in a preheated 350-degree oven for three hours. Remove and cool.
Skim any fat from the pot and discard. Add the parsley, port, and steak sauce. Dissolve the gelatin in a cup of water and stir in thoroughly.
Add salt, pepper, and cayenne to your taste. (This should be on the spicy side.) Pour the mixture into rectangular glass baking dishes (or terrine molds or whatever strikes your fancy). Refrigerate overnight (at least).
Before unmolding, scrape off any fat that may have risen to the surface. To remove the daube glace from the pan, run a knife all the way around the sides, and set the baking dish in a bigger pan of hot water for a minute. You can slice the daube glace before serving, or serve as is with a wide-bladed knife for guests to use to serve themselves. Serve with crackers or toasted French bread.