In a saucepan, over medium heat, melt 40g / 3Tbsp of butter, add thyme sprigs, and the zest of half a lemon. Mix together.
Add the finely chopped capers to the butter / thyme / lemon mixture. Mix.
Thinly slice the leek, and add to the butter / thyme mixture. Mix until leek is incorporated into the mixture.
Pour in 100ml / ½ cup of white wine. Mix, and let it simmer rapidly until reduced by half (about 3 minutes).
Stir in 100 ml / ½ cup of cream. Turn heat to low, and simmer for 3-4 minutes until the sauce thickens slightly and coats the back of a spoon.
Place resulting mixture in a fine stainless steel mesh colander, remove the thyme sprigs, and press the mixture through the screen to remove solid bits.
Pour the butter / thyme / lemon / capers mix into a small shallow dipping bowl.