Melt butter in large, heavy non-aluminum saucepan over medium heat. Add onion, celery, green pepper and garlic and cook 6 to 7 minutes or until tender, stirring frequently. Stir in remaining ingredients and bring to a boil over high heat. Reduce heat to low, cover, and simmer 30 minutes or until sauce is thickened, stirring occasionally.
Remove sauce from heat and discard lemon slices and bay leaf. Process in food processor or blender until smooth. Refrigerate up to 2 weeks. Use sauce on chicken, ribs, frankfurters or hamburgers during grilling, broiling or baking.
Makes 2 1/4 cups.