How to Make It
Whisk together egg yolk, lemon juice, Dijon mustard, and salt in a medium bowl until smooth. Slowly dribble in oil, whisking constantly. When mixture starts to thicken, add oil in a thin stream until completely incorporated. (If mayonnaise gets too thick, add 1 teaspoon water.)
Add horseradish, Creole mustard, and cayenne, and whisk until incorporated. Cover with plastic wrap, and chill until ready to use.