Whisk the egg yolks and Dijon in a medium bowl until evenly blended. Continue whisking and slowly add the oil by pouring it down the side of the bowl in a thin stream.
Once all of the oil has been added, whisk in the lemon juice, hot sauce, Worcestershire, and measured salt and pepper until evenly combined.
Mix in the remaining ingredients until evenly combined. Taste and season with additional salt and pepper as needed. If not using immediately, refrigerate the rémoulade in an airtight container for up to 4 days.
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