In a blender place in the egg yolks, lemon, and cayenne pepper. Cover and blend on medium until light lemon in color about 1 min.
Turn the blender on high and pour the hot melted butter in very slowly through the opening in the lid. Continue to blend until thickened. Taste and adjust with salt and pepper and whirl again.
Pour into serving bowl and serve immediately or place the bowl in a hot water bath to keep warm.
Notes
DO NOT STORE! Hollandaise should be used immediately or within 30 minutes of preparing.