Grilled Halibut with Tarragon-Caper Mayonnaise

This tangy tarragon-infused sauce complements mildly flavored fish. If you can't find halibut, tuna steaks are also a good pairing. Most mayonnaise is made with an egg yolk, but this recipe uses a whole egg, which gives the mayonnaise a looser consistency.

For the mayonnaise:

• 1 large egg
• 4 tsp. fresh lemon juice
• 3/4 tsp. kosher salt; more as needed
• Freshly ground black pepper
• 1/2 cup extra-virgin olive oil
• 1/2 cup canola or vegetable oil
• 1/4 cup finely chopped cornichons (or gherkins)
• 2 Tbs. chopped capers
• 1 Tbs. minced shallot
• 1 Tbs. finely chopped fresh flat-leaf parsley
• 1 Tbs. chopped fresh tarragon
• 1/2 tsp. sweet paprika

For the halibut:

• 1-1/2 Tbs. olive oil; more for brushing the grill
• Four to six 1-1/4-inch-thick halibut steaks (6 to 8 oz. each)
• 1 tsp. kosher salt

Make the mayonnaise:

Tip:

If raw eggs are an issue you can make the sauce with a pasteurized egg or with store-bought mayonnaise (use about 1 heaping cup in place of the egg and oils).

Whisk the egg, lemon juice, salt, and a few grinds of black pepper in a bowl until well combined. Combine the oils and drizzle them into the egg mixture, whisking constantly. Once all the oil is added, the sauce should be shiny and thick. Fold in the remaining ingredients and season with salt and pepper to taste.

Grill the halibut:

Meanwhile, generously coat both sides of the halibut with the oil and season both sides with salt. Let the halibut sit at room temperature for 15 minutes (while the grill heats). Grill the halibut steaks directly over the heat source (covered on a gas grill, uncovered on a charcoal grill), without touching, until they have good grill marks, 2 to 4 minutes. Flip the steaks and grill until the second sides have good grill marks and the fish is done to your liking, another 2 to 4 minutes. (Check for doneness by slicing into one of the thicker pieces.) Serve immediately with the tarragon-caper mayonnaise.