In a medium bowl, whisk together egg yolks and lemon juice until well combined. Slowly drizzle in the melted butter while whisking constantly to create an emulsion. Pro tip: Make sure the butter isn't too hot, or it will scramble the eggs.

Season with salt and cayenne pepper. The sauce should be thick enough to coat the back of a spoon. Set aside to cool slightly. Pro tip: If the sauce breaks, try whisking in a tablespoon of warm water.

Scramble 6 eggs in a non-stick pan over medium-low heat, stirring constantly until they're just set but still creamy. Remove from heat and let cool completely. Pro tip: Slightly undercook the eggs as they'll continue cooking in the oven.

Fold the cooled scrambled eggs, chopped Canadian bacon, and chives into the hollandaise sauce until evenly distributed. Pro tip: Ensure all ingredients are at room temperature to prevent the hollandaise from seizing.

Roll out each thawed puff pastry sheet on a lightly floured surface into a 12x10 inch rectangle. Cut each sheet into 4 equal rectangles. Pro tip: Keep unused pastry covered with a damp towel to prevent drying out.

Place about 1/4 cup of the egg mixture in the center of each pastry rectangle. Fold the pastry over the filling and seal the edges with a fork, creating 8 individual rolls. Pro tip: Don't overfill the pastry or it may burst during baking.

Place rolls seam-side down on the prepared baking sheet. Beat the remaining 2 eggs with milk and brush over the tops of each roll. Pro tip: Make small slits in the top of each roll to allow steam to escape and prevent bursting.

Bake at 400°F for 20-25 minutes until golden brown and puffed. Let cool for 5 minutes before serving. Pro tip: The internal temperature should reach 165°F for food safety.