How to Make It
In a saucepan, melt 2 tablespoons of the butter over moderate heat. Stir in the flour to make a paste. Gradually whisk in the milk until smooth and simmer, whisking, until the sauce thickens. Reduce the heat to low and cook, whisking, until no floury taste remains, about 7 minutes. Season the béchamel with salt and pepper. Cover and remove from the heat.
In a skillet, heat the oil. Add the onion and cook over moderate heat until translucent. Add the bell pepper and cook until softened, 5 minutes. Season with salt and pepper.
In a stainless steel bowl, whisk the egg yolks with the lemon juice. Set the bowl over (not in) a saucepan of simmering water and whisk constantly until thickened, 2 minutes; remove from the heat and slowly whisk in the 6 tablespoons of melted butter until a smooth sauce forms. Fold in the béchamel and lemon zest. Season with salt, pepper and hot sauce.
Preheat the broiler. Set one rack 6 inches from the heat and another rack 10 inches from the heat. Butter a 9-by-9-inch ceramic baking dish. In a bowl, combine the crabmeat, onion and bell pepper. Gently fold in the sauce. Scrape into the prepared baking dish. Broil on the upper rack for 3 minutes, until browned. Transfer the baking dish to the lower rack and broil for 4 minutes longer, until hot throughout. Serve with baguette toasts.