Put all ingredients in a small bowl with sloped sides.
Put the immersion blender into the bowl, making sure it reaches all the way to the bottom of the ingredients. Start blending, a bit at a time, pulling the immersion blender slowly up through the mixture toward the top. Do this several times, until mixture really begins to emulsify and look like mayonnaise.
Now you can move the immersion blender more freely around the bowl, blending in any areas where liquids still remain separated.
Place the egg yolks and lemon juice into the blender and beat on high for about a minute, until color begins to lighten.
With blender running, start to very, very slowly drizzle in the oil. Continue adding oil and blending until the texture is right - you'll clearly notice a change in sound as the mixture emulsifies and gets close to being the right consistency.
Add ground mustard and salt, then give it another quick blitz to blend them in.