Place eggs yolks, salt, cayenne, and 1 tbsp lemon juice in the blender jar. Start with 1 tbsp of lemon juice as you can beat in more juice to taste when your sauce is done.
Cut the butter into pieces and heat it in a small saucepan until it's melted, hot and foamy.Or, place the butter in a glass measuring cup. Heat butter in the microwave for about 1 minute, or until completely melted and hot.
Cover the jar of the blender and blend the egg yolk mixture at top speed for 2 seconds. Working quickly and with blender running, remove the lid insert and immediately start pouring the hot melted butter in a thin stream of droplets. (You may need to protect yourself with a towel during this operation.)
By the time two thirds of the butter has gone in, the sauce will be a thick cream. Omit the milky residue at the bottom of the pan or measuring cup. Taste the sauce, and blend in more seasonings and lemon juice to taste.
If not used immediately, set the blender jar in lukewarm, but not warm, water. Use the sauce within a few minutes of blending; it will solidify if not used quickly.