Set a steamer basket in a large pot over 1/2 inch of boiling water. Arrange the artichokes, stem side down, in the basket. Cover and steam over moderate heat until a knife easily pierces the stems, about 30 minutes. Transfer the artichokes to a platter.
In a bowl, whisk the mayonnaise, dill, capers, lemon zest and juice, salt and paprika. Add a few dashes of hot sauce and season the mayonnaise with pepper. Serve the artichokes warm or lightly chilled with the mayonnaise.