Add sherry to flour. Mix until smooth. Add apricot jam, lemon rind and juice, and orange juice. Stir until smooth. Place in a heavy saucepan. Cook over low heat, stirring constantly until thick.
Stir a few tablespoons of hot sauce into egg yolks. Then pour egg yolks into remaining hot mixture, continuing to stir. Cook and stir a few more minutes, being careful not to boil, until cream is smooth and thick.
From "The Art of Fine Baking" by Paula Peck, copyright 1961