In a large heavy pot, saute the vegetables in a little butter for about 5 minutes, add the tomato paste, and cook slowly until well blended and vegetables are soft. Add the cayenne pepper or aji chombo and salt and pepper to taste. Add the consomme and bring to a boil and simmer. About 10 minutes before serving, break eggs separately and add two at a time to the simmering soup. As they set, remove the eggs to six individual bowls containing about 1/3 cup of warm milk or cream and fill the bowl with the caldillo.
Note: For "Shrimp Caldillo":
Cook two pounds of raw shrimp in 6 cups of lightly seasoned water until they turn pink. Strain and use this water as the stock for the soup. Peel and devein the shrimp, cut in pieces (not too small), and add to the soup after it has come to a boil. Simmer and correct seasonings and continue with the rest of the recipe.