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Melt the butter in a pan on a low-medium heat, add the shallot and sweat down for a few minutes.
Once soft, remove from the heat and add the herbs, anchovies and capers. Blend immediately with a hand blender or a pitcher blender. Blend until the mixture is completely smooth and there are no chunks.
In a heatproof bowl, add the egg yolk, Dijon mustard and vinegar and whisk. Slowly pour in the butter mixture whilst whisking constantly. Whisk in the stock to finish the sauce.
Optional: Take ⅓ of the final sauce and place on a medium high heat, stirring all the time. Bring to a simmer and remove once it appears to be splitting.
Add this ‘split’ sauce back to the ⅔ remaining sauce and stir to combine. It should be smooth with a tiny amount of ‘grain’. Season to taste (if required) with salt, pepper and lemon juice.
Serve over grilled ribeye (it has to be ribeye!) and hot French fries.