In a blender, combine the egg yolk, vinegar, salt, Worcestershire sauce, and pepper on a low speed. Turn the blender to medium speed and pour the canola oil, olive oil, and 1 tablespoon water through the top in a steady stream. Taste for seasoning. This dressing can be stored in a covered container in the refrigerator for several weeks.
If the consistency is too thick, add a splash of water to loosen the texture.
Consumption of raw or undercooked eggs, shellfish and meat may increase the risk of foodborne illness.