Melt butter in microwave (for approximately 1 minute) or in a saucepan over medium-high heat.
Combine egg yolks, lemon juice, kosher salt and cayenne pepper, if desired, in blender. Blend on high until mixture turns light yellow in color., approximately 30-60 seconds.
With the blender running on high, very slowly drizzle the hot, melted butter into egg yolk mixture. The mixture will start to thicken and will splash up against the sides of the blender as the emulsion forms. Continue to add the butter until fully incorporated. Season with kosher salt as needed.