Sweat shallot in 2Tbsp butter until translucent and lightly browned
Add shallot, remaining butter, herbs, capers, anchovies, walnuts, pepper and nutmeg to a food processor. Blitz until almost completely smooth
Whisk egg yolk with lemon juice, Worcestershire and Dijon
Add puree'd mix to egg mix and whisk well
Add ⅔ of the sauce to a pan. Cook over low heat for 4 minutes stirring constantly until slightly thickened
Add hot sauce to remaining 3rd. Whisk well. Season to taste. Serve warm
