Crack the egg into the immersion blender glass.
Add salt, mustard, white wine vinegar, and lemon juice.
Finally, pour in the oil, and some say you need to be careful not to hit the yolk, so it doesn't break. However, I've never had a problem with that.
Put the immersion blender into the glass, making sure it is all the way down before turning it on.
Once it's on, slowly move it upward until everything is emulsified, and you have a delicious mayo.
Season to taste with salt, pepper, and lemon juice/zest.