The recipe requires you to use a stick blender glass that fits your stick blender.
Crack the whole egg into it.
Add salt.
Add mustard and vinegar.
Pour the oil into the glass. Some say it should be done carefully to avoid breaking the egg yolk, but I haven't encountered any problems with this.
Place the stick blender into the glass. It's important that it reaches the bottom.
Blend, keeping the stick blender at the bottom until it thickens. Slowly move upwards until all the oil and eggs are emulsified together and you have a beautiful mayo consistency.
Mix in lemon juice and cayenne pepper, and adjust seasoning with salt and pepper if necessary.