Whisk egg yolks and vinegar together in a stainless steel bowl until it has thickened and doubled in unit.
Place bowl over a saucepan containing barely simmering water (the water should not touch the bottom of the bowl). Continue to whisk. Do not let yolks get too hot or they will scramble.
Slowly drizzle in melted butter until sauce is thick. Remove from heat and whisk in cayenne pepper and salt. If sauce is too thick, add a few drops of water.