In a mixing bowl, toss the cucumbers with salt to coat, then cover with ice cubes and refrigerate. After 1 to 2 hours, drain, rinse thoroughly, and strain to remove excess water. Set aside.
In a saute pan, heat the olive oil over medium heat. Add the asparagus, carrots, peppers, onions, and garlic and saute for 3 minutes or until the vegetables are just beginning to soften. Transfer to a large bowl. Add the cucumbers, oregano, thyme, and peppercorns and gently toss to combine.
Return the saute pan to medium heat, and add the vinegars, sugar, fennel seeds, and bay leaves. Simmer until the sugar has dissolved, stirring constantly, about 3 minutes. Pour the syrup over the vegetable mixture and toss to coat. Cool to room temperature, then cover and refrigerate. These pickles are best a few days after they have been made, but can be eaten after chilling just a few hours.
In a small bowl, soak the bread in the milk for 10 minutes. Squeeze the bread and break into small pieces.
In another small bowl, beat together the yolks, salt, and garlic. Add the soaked bread and mix until incorporated.
While beating the yolk mixture, slowly drizzle in the oil until a thick sauce is formed. Beat in the lemon juice and water. Refrigerate until ready to serve.
Recipe courtesy Alexandra and Eliot Angle, Cocktail Parties with a Twist, Stewart, Tabori & Chang, 2002