Anchovies, by themselves, are an acquired taste. But chopped very finely (almost to a paste-like consistency), anchovies add a salty tartness to homemade mayo that makes a fantastic dipping sauce for chunky pommes frites or a great accompaniment to lamb dishes.
1 large egg yolk
1 tsp Dijon mustard
2 Tbsp fresh lemon juice
1/2 Cup Grapeseed oil
3/4 Cup olive oil
6 anchovy fillets packed in oil, drained, very finely chopped
Kosher salt and freshly ground black pepper
Using a food processor or stand mixer with the whisk attachment, mix together at high speed the egg yolk, Dijon mustard, and 1 tsp of the fresh lemon juice.
As you continue whisking, drizzle in grapeseed oil, a little bit at a time, then the olive oil, bit by bit, until the mayonnaise has thickened and its texture is very smooth. Add to the thickened mayo the finely chopped anchovies and rest of the lemon juice.
Transfer anchovy mayonnaise to a small serving bowl, and season to taste with a little kosher salt and black pepper. Cover and chill until just before serving.
Do Ahead: Mayonnaise can be made up to 1 day in advance. Keep chilled until ready to serve.