Vigorously whisk the egg yolks and lemon juice together in a medium heat safe (stainless steel) bowl until the mixture is thick and doubled in volume. Bring a double boiler or saucepan of water to a gentle simmer and then place heat safe bowl over top of saucepan, or pour contents into top of the double boiler. If you are using the bowl over pan method be sure the water doesn't quite touch the bottom of the bowl.
Continue to whisk the sauce rapidly. Be careful not to let the eggs get too hot or they will scramble. Slowly drizzle in the melted butter and continue to whisk until the sauce is thickened and doubled in volume. Remove from heat, whisk in cayenne and salt. Cover and place in a warm spot until ready to use. If the sauce gets too thick, whisk in a few drops of warm water before serving.
