Combine - Add all ingredients into a tall jar with a wide mouth.
Emulsify - Place immersion blender into the jar. Turn on and don't move the blender until the ingredients begin to emulsify, about 1-2 minutes. Start to slowly lift the immersion blender to the top of the jar, moving it in small circles until all of the ingredients are emulsified, about 30-60 seconds.
Taste - Adjust any seasoning or salt, as desired.
Thicken - Put in refrigerator immediately as it will continue to thicken up as it cools.
Notes
Extra light olive oil: ensure you are using extra light olive oil.
To thick: you can thin it out by adding either a little more olive oil or even stir in a tablespoon of water.
Not emulsifying: if it isn't thickening (even after refrigeration) then try and add an additional egg and emulsify it again with the immersion blender.
Storage: keep in an airtight container in the fridge for up to 1 week.