Melt the butter in a saucepan and brush some of it onto the cod fillets.
Place the fillets under a hot grill for 3-5 minutes, turning once.
Meanwhile make the sauce. Add the flour to the remaining butter to make a roux and cook the paste for a moment.
Then add the fish stock, the lemon juice and zest, season with salt and pepper and continue to cook, simmering quietly for 3 – 4 minutes.
Beat the egg yolks in a small bowl, add a little of the hot sauce to them, stirring thoroughly, then pour the egg and sauce mixture back into the pan, add the cream and stir until the sauce thickens without it boiling.
Take the skin from the fish and serve with the sauce beneath the fillets.