In a nonreactive mixing bowl, whisk together the egg yolk, mustard, vinegar, horseradish, 3/4 teaspoon of the kosher salt, cayenne, and black pepper. On a cutting board, mash the garlic to a paste with the remaining 1/4 teaspoon of kosher salt using the side of a chef's knife. Add the garlic paste to the bowl and whisk to combine.

Combine the oils in a measuring cup with a pour spout and while whising continuously, drizzle the oil blend very slowly into the mustard mixture until a smooth, thick emulsion is formed. Whisk in the celery, green onion, mayonnaise, and Worcestershire sauce and chill thoroughly before using, up to 2 days in advance.