Begin by melting butter in a small saucepan. over medium heat. Try not to let the butter boil, as this allows some of the moisture to escape and evaporate.
Combine egg yolks, fresh lemon juice, Kosher salt, Dijon mustard, and a pinch of Cayenne pepper in a blender, then blend until mixed well.
Remove the rubber plug from the top of the blender, and with the speed on low, slowly stream in the hot melted butter. Blend until the hollandaise is smooth, creamy, and fully emulsified. Serve immediately!