Step 1: Pound capers and parsley together in a mortar. (Or use a food processor.).
Step 2: Add egg yolks and mustard and mix well.
Step 3: Add anchovies.
Step 4: Stir in oil, vinegar, cayenne and shallot.
Step 5: Pound together well.
Step 6: Stir mixture into hot gravy and serve immediately.
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