Melt the butter in a large saucepan or skillet at a medium-high setting.
Sauté the garlic for about a minute, until fragrant, stirring constantly.
Add the flour and Cayenne pepper, stirring together. Let it cook for about another minute, until the mixture is a golden brown color.
Add the lemon zest and juice, stirring constantly, and cook for about 2 minutes.
Pour in the white wine as you stir. It should begin to thicken immediately.
Let it simmer for a couple of minutes, and season with salt and pepper.
Add the cream next, stirring constantly. If the sauce is too thick, you can add a little more wine or some chicken broth.
Add the Parmesan all at once, and stir as it melts.
Sprinkle the parsley in last, and serve immediately.