Melt the butter in a saucepan, stir in the flour and sweat. Pour in the vegetable stock and cream, stirring constantly, bring to the boil, simmer for 10 minutes.
Mix the egg yolks with a little hot sauce, mustard and lemon juice and fold into the sauce. Mix in the diced pickles and the dill. Season to taste with salt and pepper.
Hard boil the eggs and add them to the finished sauce.