1. Start by preparing the lemon. Zest the lemon using a zester or a fine grater. Then, juice the lemon and set aside.
2. In a small saucepan, melt the butter over medium heat.
3. Once the butter is melted, add in the capers and cook for 1-2 minutes until fragrant.
4. Pour in the lemon juice and stir well to combine. Let the sauce simmer for 2-3 minutes.
5. Add in the lemon zest and give the sauce a good stir.
6. If desired, add in a pinch of dried parsley for extra flavor and color.
7. Season the sauce with salt and pepper to taste. Keep in mind that capers can be quite salty, so you may not need to add too much salt.
8. Let the sauce cook for another 2-3 minutes until it thickens slightly.
9. Remove the sauce from heat and stir in the olive oil. This will give the sauce a nice glossy finish.
10. Serve the lemon caper butter sauce over your favorite protein, such as chicken, fish, or shrimp. You can also use it as a dipping sauce for bread or vegetables.