01 - Preheat oven to 425°F. Line a baking sheet with parchment paper.
02 - Arrange asparagus in a single layer on the baking sheet. Drizzle with olive oil, and sprinkle with salt and pepper. Toss to coat evenly.
03 - Roast asparagus for 12–15 minutes, until tender and lightly browned.
04 - Meanwhile, prepare the Hollandaise sauce: In a heatproof bowl, whisk egg yolks and lemon juice until slightly thickened and pale.
05 - Place the bowl over a pot of gently simmering water (double boiler method), making sure the water does not touch the bowl. Whisk constantly until mixture thickens, about 2–3 minutes.
06 - Slowly drizzle in the warm melted butter, whisking continuously until the sauce is thick and creamy. Season with salt and a pinch of cayenne, if desired.
07 - Remove asparagus from oven and transfer to a serving platter. Spoon Hollandaise sauce generously over the roasted asparagus. Serve immediately.