Combine mix. n a separate bowl, mix together the minced shallots, capers, dill pickles, mustard, egg yolk, parsley, olive oil, lemon zest and juice, and Worcestershire sauce until well combined.
1/4 cup shallots, 2 Tablespoons capers, 2 Tablespoons dill pickles, 2 Tablespoons course ground mustard, 1 large egg yolk, 1 Tablespoon flat leaf Italian parsley, 1 Tablespoon extra virgin olive oil, 1 lemon, 1 teaspoon Worcestershire sauce