In a small bowl, use a small rubber spatula to mix the mayonnaise, mustard, lemon juice, salt, pepper, dill, and (if using) cayenne.
½ cup mayonnaise, 1 teaspoon Dijon mustard, 1 teaspoon lemon juice, ⅛ teaspoon salt, ⅛ teaspoon black pepper, ¼ teaspoon dried dill, ⅛ teaspoon cayenne pepper
Fold in the pickles and capers.
1 tablespoon dill pickles, 1 tablespoon capers
Cover and refrigerate for 30 minutes to allow the flavors to meld, then serve.
Video
Notes
Seasonings, especially salt, are guidelines. Adjust to taste.
You can use the sauce immediately, but it's even better to let it rest for 30 minutes before serving it. This allows the flavors to meld and improves the flavor. In fact, this sauce keeps improving as it sits in the fridge.
This sauce keeps well, though not as long as a commercial sauce. You can keep it in an airtight container in the fridge for up to 7 days. Stir it again before using it.
I don't recommend freezing this sauce. It will separate and become grainy after thawing.