All ingredients must be at room temperature. Prepare an ordinary mayonnaise by beating together the egg yolk with the vinegar, mustard, lemon juice, salt, and black pepper. Whip it until it has thickened a little. Whisk in the oil, a few drops at a time at first and then in a thin stream, until the mixture has the desired consistency.
Adjust the seasoning with the cream, the reduction of Worcestershire sauce, and possibly a few drops of Tabasco sauce and a little more lemon juice. The sauce should be thick and slightly piquant.