To a tall, wide mouth mason jar add the lemon juice first, then the egg, seasonings, and finally the oil. Let the ingredients rest for 20 seconds or so.
Put the immersion blender all the way at the bottom of the mason jar. Turn it on high speed and leave it at the bottom of the jar for about 20 seconds. The mayonnaise will immediately begin to set up and fill the jar.
After the mayonnaise is almost all the way set, slowly pull the immersion blender towards the top of the jar without taking the blades out of the mayonnaise. Then, slowly push it back towards the bottom of the jar. Repeat this step a couple of times until all of the ingredients are well well incorporated.