Heat a saucepan filled with water until the water is lightly simmering.
Separately, in a steel mixing bowl, combine the egg yolks and lemon juice. Whisk them together until the liquid is thickened.
Place the mixing bowl above the simmering water (but not touching it) and continue whisking while drizzling in the melted butter. The sauce should thicken more during the process.
Remove the sauce from above the simmering water and add in the cayenne pepper powder and a pinch of salt. Whisk the sauce until all is combined.
User immediately or cover until needed for your meal, stirring it prior to serving.