From 1912:
Beat the yolk of an egg light, dissolve a teaspoonful of dry mustard in a little water and add to the egg yolk, stir in a cupful of water, one-half cupful of vinegar, two heaping tablespoonfuls of sugar, and one-third teaspoonful of salt.
Beat all together in a sauce pan, put over the fire and when hot, thicken with a little corn starch dissolved in water. Set aside until cool, then set on the ice until needed.