In a medium size-mixing bowl, whisk the egg yolks, Dijon, lemon juice and vinegar until they are incorporated.  Slowly pour the vegetable oil into the mix in a thin steady stream while continuously whisking until a mayonnaise is created.  If the mayonnaise gets too thick before all of the oil has been incorporated whisk a tablespoon of room temperature water into the mix and then resume with the oil.

Fold in the dill relish and capers.  Add salt and white pepper to taste. Chill until needed.