1Char the pepper on a medium-hot grill, on the burner of a gas stove, or in the broiler. Place the pepper in a small paper bag and close tightly. Let steam 15 minutes.
3Place the egg yolk in a stainless steel bowl. Begin to whisk in the grapeseed oil drop by drop, as slowly as you can bear. Once the mayonnaise has thickened and emulsified, you can add the remaining oils in a slow steady stream, whisking all the time. If the mixture gets too thick, add a drop or two of water.