In heavy-bottomed pot, heat chicken fat or butter until melted, then add onion and leek. Sweat until tender, then sprinkle in flour and stir well to incorporate. Cook for 3-4 minutes, then whisk in broth and wine until smooth. Add carrots, then bring to a boil and simmer 15-20 minutes, until soup thickens.

Remove from heat and stir in cheddar, Worcestershire, cayenne, and salt. Stir in cream. Heat until just hot, taking care not to boil, which could break the soup. Serve with chives for garnish.