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1
Char the pepper on a medium-hot grill, on the burner of a gas stove, or in the broiler.
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2
Place the pepper in a small paper bag and close tightly.
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3
Let steam 15 minutes.
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4
Toast the saffron in a small pan over medium heat until it just dries and becomes brittle.
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5
Be careful not to burn it.
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6
Place the egg yolk in a stainless steel bowl.
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7
Begin to whisk in the grapeseed oil drop by drop, as slowly as you can bear.
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8
Once the mayonnaise has thickened and emulsified, you can add the remaining oils in a slow steady stream, whisking all the time.
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9
If the mixture gets too thick, add a drop or two of water.
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10
Using a mortar and pestle, pound the saffron, garlic, and 1/2 teaspoon salt.
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11
Scrape every little bit of the mixture into the mayonnaise with a rubber spatula, and whisk to combine.
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12
Peel the charred and steamed pepper carefully over a strainer.
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13
Do not run the pepper under water or you will lose some of the delicious juices.
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14
Remove the stem, seeds, and membranes.
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15
Puree the pepper in a food processor until smooth.
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16
Fold it into the mayonnaise, and season with a healthy squeeze of lemon juice, a pinch of cayenne, and a pinch of black pepper.
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17
Taste for balance and seasoning.
