Slowly whisk in hot milk. Whisk until sauce thickens (about 5 to 7 minutes).
1 ½ cup hot milk
Remove sauce from heat. Season with salt and pepper.
1 tsp kosher salt
¼ tsp ground black pepper
Off heat, whisking constantly, add in horseradish, Dijon mustard, and white wine vinegar. Slowly whisk in egg yolks.
4 Tbsp prepared or creamed horseradish
2 Tbsp Dijon mustard
½ tsp white wine vinegar
2 large egg yolks
Set saucepan back over moderate heat. Whisking constantly, continue cooking the sauce until it reaches a temperature of about 165℉ (about 10 minutes), but do not bring to a simmer.
Slowly whisk in heavy cream. Taste for seasoning. Serve warm or tepid. (Note: sauce will thicken as it stands/cools.)