Fill a pot with an inch and a half of water and place over medium-high heat. Make sure the bowl you will be making the sauce in fits above the pot and does not touch the water. In that bowl, combine the egg yolks, salt, cayenne pepper, and adobo sauce. Whisk together for about 2 minutes.
When the pot of water comes to a low boil, place the bowl above it. Begin to whisk and try not to stop. Occasionally remove the bowl from the heat while maintaining your whisking to keep the temperature from rising too quickly. If the yolks cook too quickly, they will scramble.
Keep whisking until the mixture becomes ribbony (as pictured above). Slowly add the butter, 1 tablespoon at a time. It is very important to add the butter slowly and continue whisking to incorporate the butter. If you add the butter too quickly, the sauce will break and you will have to start again. A broken hollandaise means the butter and the yolks are just not combining and begin to separate.
Once all the butter has been added, set aside but keep warm. The sauce will thicken as it cools. If you need to, place back on the steaming water before serving and add water to loosen the sauce up.