A spectacular side dish that only looks hard to make.
Preheat oven to 450 degrees F.
Trim the woody ends from the asparagus. Spread the spears in a single layer in a shallow roasting pan baking sheet, drizzle with olive oil, sprinkle with salt, and roll to coat thoroughly. Roast the asparagus until lightly browned and tender, about 10 minutes, giving the pan a good shake about halfway through.
Place the egg yolks, lemon juice, salt, black pepper, and cayenne pepper in the jar of a blender and process on low for 15 seconds. Melt the butter in a small saucepan until it is sizzling hot. Remove the small clear insert in the top of the blender. With the blender on low, slowly add the hot butter to the egg and lemon mixture and blend for 30 seconds, until the sauce is very thick. Taste for seasoning. Use immediately.