To make the hollandaise sauce, whisk together the egg yolks, mustard and yogurt in a heatproof bowl. Set over a saucepan of barely simmering water and cook for about 12–15 minutes, stirring constantly, until thick – the sauce will become thinner at first, but will then start to thicken. Stir in the chives, and season with pepper. Remove from the heat and keep the sauce warm over the pan of hot water.