Place all the ingredients into a jar that tightly fits the head of your immersion blender. Wait a minute until the egg and lemon juice settle on the bottom of the jar.
Place the immersion blender into the jar and push it to stay on the bottom. Turn to the highest speed and let the mayo start getting to the top of the mix. As soon as you see some mayo formed you can start moving the blender up and down to get all the rest of the oil mixed into the mayonnaise.
If your mayo for some reason did not blend well, then just add 1-2 teaspoon of boiling water and repeat the process. The mayo will be more liquid but it should come together.