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Sweat the shallots in 30g of the butter for approx 5 minutes in a pan over medium heat.
In a food mixer, add the rest of the butter, the shallots mixture, all the herbs, the grated nutmeg, the walnuts, capers and anchovies and blitz until well mixed and you have a nice paste type consistency.
In a separate bowl, add the egg yolk, mustard, lemon juice and Worcestershire sauce and whisk well.
In a pan, put ⅔rd of the paste mixture and the egg mixture and heat over a low/medium heat, stirring continuously - do not boil. Heat for approx 6-7 minutes or until the sauce is nice and hot and has thickened.
Add the hot sauce mixture to the remaining ⅓ of the paste and stir well.