Roast the garlic: Preheat the oven to 400 degrees F. Trim the top third of the head of garlic, exposing the bulbs. Drizzle with canola oil and sprinkle with salt. Wrap in foil and roast until the cloves are soft and golden brown, about 40 minutes.
Put the egg, egg yolk, 1 tablespoon of mashed roasted garlic (4 or 5 cloves), lemon juice, mustard and a pinch of salt in a blender. Blend to a paste on high speed. With the blender running, add the olive oil in a slow, steady stream until a thick aioli forms. Add the Castelvetrano and Kalamata olives, capers, rosemary and anchovy paste. Blend again on high speed until smooth. Add salt to taste. Refrigerate in an air-tight container until ready to serve.
Before serving, garnish the aioli with chopped olives, capers and rosemary.
This dip can be made a day in advance and stored in the refrigerator until ready to serve.
Consumption of raw or undercooked eggs, shellfish and meat may increase the risk of foodborne illness.