Melt the butter for 1 minute in the microwave oven.
Squeeze the lemon juice and separate the egg yolk, then mix them together in a small bowl with a balloon whisker.
Add water inside the larger pot until it's ~3cm high (or deep, depends how you look at it ;) ) and set the heat to medium. Add the smaller pot inside it and bring to a simmer. This is very important: water should not be boiling, but simmering with small bubbles rising up.
When this happens, add the egg yolks and lemon juice mix and reduce the heat to a minimum. Whisk together continuously for 1 minute (until the composition thickens) then immediately take off the heat.
Gradually add the butter to the eggs mix while continuously whisking, then add the greek yogurt and mix thoroughly. You should obtain a creamy liquidy sauce with a smooth texture.
If your sauce has tiny lumps of egg yolks it means you kept it on the heat for too long, but this is not that catastrophic as you can use a strainer and press the sauce through it.
Keep your sauce warm by placing the bowl inside a bigger bowl with hot water inside it. Be careful not to completely submerge the sauce bowl.