In a stainless-steel bowl, mix the garlic, anchovies, Dijon, lemon juice and sherry vinegar. Set aside.

Set another stainless-steel mixing bowl over a damp dish towel to keep it from moving around when you are whisking. Add the egg yolk to the bowl and then slowly drizzle in the olive oil, whisking to emulsify and make a mayonnaise base. Keep whisking until all of the oil is incorporated, the add the garlic and anchovy mixture and blend well. Add the Worcestershire, hot sauce, salt and pepper and blend well. Pour the dressing into a jar (mason jar works great) and store in refrigerator until ready to use