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First, mince the shallot very small and allow to macerate (soften) in the red wine vinegar for 10-15 minutes.
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Add Dijon mustard and salt, and whisk to combine.
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Slowly incorporate the oil, a few drops at a time, whisking all the while. By the end of it, you should have an emulsified vinaigrette.
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Taste and season with salt if necessary.