Preparation Finely grate 1 teaspoon zest from an orange, then squeeze enough juice to measure 5 tablespoons. Boil 4 tablespoons orange juice with shallot in a very small heavy saucepan over moderate heat, stirring occasionally, until juice is almost evaporated, 4 to 5 minutes. Transfer shallot to a bowl to cool, then stir in zest, mayonnaise, lemon juice, pepper, and remaining tablespoon orange juice. Chill, covered, 1 hour (for flavors to develop).
Preparation Finely grate 1 teaspoon zest from an orange, then squeeze enough juice to measure 5 tablespoons. Boil 4 tablespoons orange juice with shallot in a very small heavy saucepan over moderate heat, stirring occasionally, until juice is almost evaporated, 4 to 5 minutes. Transfer shallot to a bowl to cool, then stir in zest, mayonnaise, lemon juice, pepper, and remaining tablespoon orange juice. Chill, covered, 1 hour (for flavors to develop).