In a saucepan
, over medium heat, combine the shallots and lemon juice
. Season with salt and cayenne. Bring the mixture to a boil. Reduce the heat to medium low and simmer
until the mixture reduces by half. Add the cream and continue to cook for 2 minutes. Remove from the heat and whisk
in the butter, a couple of pieces at a time. Season with the salt and cayenne. Strain
through a fine-mesh sieve
. Add the hot sauce, Worcestershire and chopped tarragon
. Keep hot.