Place the butter in a pan and clarify it to separate the butter from the fat. Keep it at room temperature.

(Reduction) In another skillet, combine the water, vinegar, onion, peppercorns, and saffron. Reduce the mixture by half, strain the liquid, and keep it at room temperature.

In a double boiler over low heat, add the egg yolks. Incorporate half of the liquid into the eggs, whisking until they are light and fluffy. Gradually add the butter to the eggs, whisking in a clockwise motion. Ensure the water in the double boiler isn't too hot to prevent the eggs from cooking too quickly. If the sauce appears too thick, add more of the reduction. Add all the butter; the eggs will maintain the sauce without breaking it.

Add the saffron and season the sauce with salt, pepper, lemon juice, and Worcestershire sauce to taste. Remove it from the heat and transfer it to a plastic bowl. Keep it at room temperature.