Place egg yolks, lemon juice, salt and cayenne in a blender pitcher. Pulse for a few seconds to blend.
Cut up the butter and place it in a small saucepan. Heat it until it is completely melted and foamy.
Start up the blender on high and uncover. Immediately start pouring the hot melted butter in a very thin stream. I cannot emphasize enough how important it is to have patience here – under no circumstances should the pouring process be rushed.
The sauce will begin to thicken before you have added all the butter.
Taste the sauce and add more lemon juice and seasonings if desired.
Hollandaise sauce should be used immediately. If it sets out too long, it will begin to solidify.