Slice the kidneys in half lengthways and remove the inner white part of each piece. Roughly chop the kidneys.
Heat and oil a heavy based frying pan and cook the onions along with the thyme leaves and one knob of butter until soft and starting to colour. Remove the onions and set aside.
Turn up the heat in the pan and add the kidneys making sure they are in direct contact with the pan base. Fry for 3 minutes, adding the remaining knob of butter, without touching the kidneys so that they catch and colour. Shake the pan occasionally. Season with salt and pepper.
Add the onions back to the pan and deglaze the pan with a splash of sherry vinegar and a dash of the sherry. Then add the a teaspoon of tomato puree, paprika, glug of double cream and cook for a minute or two, mixing everything together. Taste and adjust the seasoning as necessary. If the sauce is too thick then let down with a little hot water to loosen it slightly.
Fry the bread in a separate pan in sunflower oil until golden and crisp on both sides.
Serve the kidneys on top of fried bread and finish with a scattering of chopped curly parsley.