prepare the mayo
Add an egg, mustard, lemon juice and anchovies to a bowl and blend using an immersion blender until you get a nice, smooth texture. Gradually, in a thin stream add the oil while mixing constantly.
finish the mayo
Check the consistency. Your mayo should be smooth, glossy, thick and delicious. Season to taste with salt, pepper, lemon juice and chopped capers. Place in the fridge until needed.
Clean the asparagus and then bend each stalk and snap off the woody end. Add them to boiling salted water for about 20 seconds, then remove from the pot and immediately place them in a bowl filled with ice cold water to stop the cooking process. Place a large griddle pan over medium heat. Add one tablespoon of oil to the hot griddle pan and cook them for about 1 minute.
Serve and store
Serve the anchovies mayo with grilled asparagus. This mayo is also delicious served with variety of grilled fish, fish and chips or in a sandwich. Store the mayonnaise in an airtight container in a refrigerator for up to a week, or use immediately.