Cook the sabayon over very low heat, whisking constantly and scraping the bowl, until thick and voluminous. The whisk will leave tracks that hold for a few seconds.
Cooking the sabayon can be tricky. Undercooking the sabayon results in a sauce that's too thin; overcooking it creates coagulated lumps. This kind of curdling can't be repaired. The good news is that if the sabayon does go awry, it's easy enough to start over with a few new egg yolks since you won't have wasted any butter yet.
Skip the double boiler for better heat control. Many hollandaise recipes suggest using a double boiler. I find that this offers a false sense of security since a double boiler offers no guarantee against overheating. Instead, I cook the sabayon directly over low heat.
A Windsor pan (a saucepan with sloped sides) works best for cooking the sabayon because the eggs aren't able to collect in the corner of the pan where, out of the reach of the whisk, they can easily overcook. A heavy-duty metal mixing bowl—you have to hold it on one edge with a kitchen towel—also works well.
Get ready to whisk a lot. A metal whisk is vital to making hollandaise sauce. Vigorous whisking protects the eggs from overcooking and incorporates air into the sabayon. Be sure to lift the whisk in the bowl to help accomplish the latter.