makes 1½ cups
In the work-bowl of a food processor, whir for one minute to combine: egg, olive oil, red wine vinegar, lemon juice, Dijon mustard, anchovy, garlic, salt, and dry mustard.
With motor running, drizzle the oils through the feed tube in a very fine stream until fully incorporated. (If you have the insert for the feed tube with the tiny hole in the bottom, pour the oil into it—it allows just the right amount to drip-drip-drip.) When all the oil has been incorporated, you will have an emulsion, meaning that everything should be holding together. Voilà! You’ve just made mayonnaise! (Well, an anchovy flavored one…)
Refrigerate at least 30 minutes to marry the flavors. The resting time will also thicken the dressing.