Melt the butter in a microwave (make sure it's covered as it will splatter) for about 1 minute, until it's hot. Alternatively, you could heat it on the stove.

Add the egg yolks, lemon juice, dijon, salt and cayenne pepper into a high powered blender and blend for 5 seconds until combined.

With the blender running on medium high, slowly stream in the hot butter into the mixture until it's emulsified.

Pour the hollandaise sauce into a small bowl and serve while warm.