Fill the bottom of a double boiler part-way with water. Make sure that water does not touch the top pan. Bring water to a gentle simmer. In the top of the double boiler, whisk together egg yolks, lemon juice, white pepper, Worcestershire sauce, and 1 tablespoon water.
Add the melted butter to egg yolk mixture 1 or 2 tablespoons at a time while whisking yolks constantly. If hollandaise begins to get too thick, add a teaspoon or two of hot water. Continue whisking until all butter is incorporated. Whisk in salt, then remove from heat. Place a lid on pan to keep sauce warm until ready to serve.