Place the Dijon mustard, yellow mustard, honey, and mayonnaise into a medium-sized mixing bowl.

Using a whisk or fork, blend the ingredients until the mixture reaches a smooth, uniform consistency.

Whisk in the lemon juice and cayenne pepper to balance the sweetness.

Taste and adjust acidity if necessary.

Transfer the sauce to an airtight container and store in the refrigerator for up to two weeks.