In a frying pan with a little oil, cook the black mustard seeds until they pop. Remove from the heat and set aside.
In a bowl, whisk the the egg yolk together with the mustard powder and a pinch of salt. Begin adding the 140ml (5 fl oz) oil to the mixture, a drop at a time to start, and whisk until light and creamy. Finally add the vinegar and whisk until well combined.
In a separate bowl, combine the Dijon mustard, lemon juice, cornichons, capers and black mustard seeds. Fold carefully into the mayonnaise and season to taste.
Serve at room temperature or chill in the fridge to store.
Black mustard seeds provide a nutty flavour when fried and tend to be far more pungent than the white mustard seeds.