Hollandaise sauce has only a handful of ingredients but can be tricky to master. Following this method, you are sure to be able to make a great sauce without a blender and lemon!
Fill a small saucepan with a shallow amount of water -- so much so that the water does not touch a bowl when set over it. Bring the water to a bare simmer over low heat. In a medium, heatproof bowl that fits over the saucepan, vigorously whisk the egg yolks until they turn a pale yellow, about 1-2 minutes.
Set the bowl with the yolks over the saucepan, being careful that the water is not touching the bowl and that the water is not boiling. Whisk the egg yolks vigorously and constantly until they thicken, turn pale yellow and nearly double in volume, about 5 minutes.
Remove the bowl from the saucepan and, still whisking constantly, add the butter one piece at a time. Make sure the piece of butter is completely incorporated into the yolks before adding another (see notes).
Once all of the butter is incorporated, whisk in the vinegar and cayenne pepper. Taste to adjust for seasoning, adding a pinch of salt if needed.
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Notes
If needed to help incorporate the butter, you can put the sauce on the heat for a few seconds (still whisking constantly!) just to warm up the sauce a bit. Take it off the heat before adding more butter.