In a covered microwavable dish, melt the butter for about 1 minute, until hot.
Alternatively, in a small saucepan, heat butter on the stove top until hot.
Using a high powered blender, add the egg yolks, lemon juice, Dijon, salt and cayenne pepper; blend for 5 seconds until combined.
With the blender running on medium, 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.