01 - Preheat oven to 425°F. Line a rimmed baking sheet with parchment paper for easy cleanup.
02 - Arrange asparagus spears in a single layer on prepared baking sheet. Drizzle olive oil evenly over spears, then sprinkle with kosher salt and black pepper. Toss gently to coat thoroughly.
03 - Roast for 12-15 minutes until tender-crisp with lightly browned tips. Shake the baking sheet halfway through cooking time to ensure even browning.
04 - While asparagus roasts, whisk egg yolks and lemon juice in a heatproof bowl until mixture thickens and doubles in volume, about 2 minutes.
05 - Set heatproof bowl over saucepan of barely simmering water, ensuring bowl does not touch water. Whisk rapidly and constantly until yolks become pale and thickened.
06 - Slowly drizzle warm melted butter into yolk mixture in a thin stream while whisking continuously. Continue until all butter is incorporated and sauce reaches thick, creamy consistency.
07 - Remove bowl from heat. Whisk in salt and cayenne pepper. Taste and adjust seasoning if needed.
08 - Transfer roasted asparagus to serving platter. Spoon warm Hollandaise sauce generously over spears or serve in a small bowl alongside for dipping. Serve immediately while sauce is warm.