If making your own mayo for the tartar sauce, whisk up egg yolk, salt and Dijon then slowly stream in the grape-seed oil while you continue to whisk. Once the mayo emulsifies, you can start to go a bit faster; the mayo will come together in 4-5 minutes. To the homemade mayo, add a squirt of lemon juice. To the mayo, mix in the grated shallot or onion, chopped cornichons or pickles, capers, dill, parsley, Worcestershire and hot sauce. Chill until ready to use.
For the slaw, in a mixing bowl whisk up grated shallots, lemon juice, vinegar, sugar, salt, celery seed, and oil. Add fennel or carrots and cabbage, and toss well. Refrigerate until ready to serve.