Whisk together sugar, lemon zest, and lemon juice in a small, heavy saucepan. Add egg yolks and whisk until well combined.
Add butter and warm mixture over low heat, stirring constantly with a wooden spoon until the sauce thickens and coats the back of the spoon, about 20 minutes.
Strain the mixture through a fine-mesh sieve. Serve immediately.
To prepare ahead, cool sauce to room temperature and refrigerate for up to 3 days. Reheat over low heat or a bowl of hot water.