Add 2 inches of water to a medium saucepan. Place a steamer insert in the saucepan and bring the water to a boil. Place the broccoli inside the steamer and cover with a lid.
Steam the broccoli until crisp-tender, about 6 minutes. Using tongs, transfer the broccoli to a serving bowl or platter and lightly cover with aluminum foil or plastic wrap while you make the hollandaise.
Combine the egg yolks, lemon juice, salt, and cayenne in a blender and blend on high speed for 20 seconds, until the mixture is completely smooth.
Place the butter in a small saucepan and melt over medium heat until bubbly. Do not allow to brown.
With the blender running at high speed, and working very carefully, add the melted butter in a thin, steady stream through the pour hole in the top of blender. If this is too difficult, ask an adult to help. It is important that the butter is added very slowly at first; then, after you see that the sauce is beginning to thicken, you can add the butter a bit more quickly. It should take about 30 seconds to add all of the butter. Then turn off the blender immediately.
Transfer the hollandaise to a small nonreactive serving bowl. Taste the hollandaise and adjust the seasoning, if necessary. If the hollandaise has gotten too thick, you can thin it by adding a teaspoon or two of lukewarm water. Serve the Hollandaise immediately, either poured over the broccoli or in a serving bowl for dipping.
Yield: 4 - 6 servings; 1 cup hollandaise sauce