Melt the butter in a double boiler over simmering water. Add the sugar and whisk to dissolve. Add the bourbon and whisk for 1 minute. Remove from the heat and drizzle in the egg yolks, whisking constantly. Return the double boiler to the heat and continue whisking until the sauce is pale and slightly thickened, 3 to 4 minutes.
Spoon the sauce over the pudding and serve immediately.