Preheat the oven to 350 degrees. This is going to be for the bacon slices.
Take a deep saucepan and pour in about an inch or so of water. Set a glass bowl or stainless steel bowl over the saucepan so it fits nice and stug inside without touching the water. Bring that to a simmer.
Once your water is simmering in the double boiler add in your egg yolks, cream, lemon juice and cayenne pepper to the bowl over the heated saucepan and whisk well. Whisking constantly, continue to cook the sauce on a low simmer until just thick enough to coat the back of a wooden or metal spoon. You do not want to overcook because the eggs will get hard and flaky.
Reduce your heat down to very low and then slowly drizzle in the warm melted butter while whisking. Once all butter is whisked in, remove from heat and season with Seasoning Salt and Pepper to your preferred taste. Transfer to a dish, cover and keep warm.