Prepare sauce: In a blender combine egg, salt, lemon juice, and mustard. Process briefly to combine. While motor is running, add oil in a slow, steady stream until mayonnaise has emulsified. Add horseradish and pulse to combine. Adjust seasoning with salt, pepper, and more lemon juice, if necessary.
Plate seafood with breads, mayonnaise and mustard.
Recipe courtesy Emeril Lagasse, 2003