This sauce can be as easy as adding curry power and cayenne to mayonnaise, or as refined as using the following recipe.
Cook the shallots in butter until translucent. Add the flour, garam masala, cayenne, and saffron, and cook, stirring, without browning. Slowly add the broth, cream and lemon peel. Simmer for about 10 minutes until the flavors have blended and the sauce has thickened.
About 2 cups