Melt butter in a small saucepan and continue cooking until it is nut brown and very fragrant, about 8 to 12 minutes.
While butter is browning, add egg yolks into blender and add lemon juice, cayenne, salt, and pepper. Give the motor several pulses to break up egg yolks.
While butter is hot and with the motor running on high, pour in a steady stream of butter until you hear the motor “catch”. This will happen when the ingredients become a thick sauce instead of a liquid. Try to leave milk solids behind in the pan.
Keep sauce warm, but not too hot or it will break. You can transfer it to a bowl that is set into a larger bowl of warm water.