Grill 1 jalapeño, turning often, over medium-high heat until charred and blistered, about 5 minutes. Let cool. Peel, remove seeds if desired, and finely chop. Whisk together 1 large egg yolk, 2 teaspoons fresh lime juice, and 1 teaspoon Dijon mustard. Whisking constantly, slowly drizzle in 1 cup grapeseed oil, drop by drop at first, until mayonnaise is thickened and smooth. Add jalapeño; season with salt, pepper, and more lime juice, if desired.
