Cook the first three ingredients in a small saucepan over medium low heat until slightly thickened.
Put the egg yolks into a medium sized heatproof bowl or measuring cup. While whisking the yolks very slowly pour half of the sauce into the egg yolks. This slowly warms the yolks so they don’t curdle.
Now, slowly whisk the yolk mixture and sauce back into the saucepan. Cook over medium low until it is thick enough to coat the back of a spoon. Whisk in the lemon juice.
Strain through a fine mesh sieve into a glass jar and store in the fridge.