Drape a kitchen towel over a small saucepan and set a small metal bowl over it (this will hold the bowl in place so you can whisk and pour at the same time). Whisk egg yolk*, garlic, 1/4 tsp. salt, and 2 tsp. water in metal bowl to blend well.
Whisking constantly, slowly drizzle in grapeseed oil, 1 teaspoonful at a time, until sauce is thickened and emulsified. Whisking constantly, add olive |oil in a slow, steady stream. Stir in cayenne, paprika and lemon juice, season with pepper, and more salt, to taste.
Notes
*Raw egg is not recommended for infants, the elderly, pregnant women, people with weakened immune systems. If you’re concerned, use pasteurized egg yolks instead.