Melt the butter in a small pot. Do not boil.
Add the egg yolks, lemon juice and cayenne into a blender.
Blend the mixture on medium – medium high until it lightens in colour, about 20-30 seconds.
When yolks have lightened turn blender down to lowest setting.
Drizzle the butter slowly, while the blender is going.
Continue to blend for another couple of seconds after the butter has been incorporated.
Turn off the blender and taste the sauce. It should be buttery, lemony and just lightly salty. Add more lemon or salt if required.
If you want a thinner sauce add a little warm water. Pulse briefly to incorporate.