Heat the margarine in a pan over medium heat. Add the cubed onion and sauté for 3-4 minutes until light brown.
Trim any fat and connective tissue from the beef fillet and cut the meat into thin, elongated strips. Season the strips with salt. Add them to the onions in the pan and cook over medium-high heat for 3 minutes until browned. Pour the cream into the pan to deglaze it.
Add the gypsy sauce, Worcestershire sauce, and diced cucumber to the pan. Simmer for 8 minutes over medium heat. Taste and season to your preference with salt and fresh pepper. If the sauce is too thin, add sauce thickener and stir until the desired consistency is reached.