Whisk egg yolks, lemon juice and Dijon mustard together in the top of a double boiler or stainless bowl used as a double boiler top, keeping the water simmering but not touching the upper pot or bowl.

Add the butter pieces, one tablespoon at a time, whisking until incorporated before adding another.

When sauce becomes thickened, quickly whisk in the cayenne pepper sauce and serve at once.

Hint: if sauce tries to break, add boiling water a few drops at a time, whisking constantly to bring it back together. Do NOT prepare sauce until just before serving as it does not hold.