From the LA Times, which I got from their beer battered shrimp recipe.
Ingredients
1 cup Classic Mayonnaise
1 tablespoon minced shallots
1 teaspoon capers, drained and minced
1 tablespoon minced cornichons
1 teaspoon fresh lemon juice
1/2 teaspoon minced fresh parsley
Instructions
Thoroughly mix together all the ingredients except the parsley. Add parsley and stir to combine.