Creole Tartar Sauce

With a whisk, beat the egg yolks vigorously in a deep bowl for about 2 minutes until they thicken. Start to add the oil very slowly, beating the while, until the sauce has thickened. Add the mustard, cayenne, and salt, and beat until the sauce is smooth. Stir in the chopped shallots, parsley, and pickles and taste for seasoning. The sauce is ready to be served or can be refrigerated 2 or 3 days before serving.