Yabbies with remoulade on baguette

Ingredients

• 24 uncooked small yabbies (1.5kg)
• 1 medium_piece lemon, sliced thickly
• 1 tablespoon finely chopped fresh chives
• 2 teaspoons finely grated lemon rind
• 1 tablespoon lemon juice
• 1 small_piece french bread stick
• 2 egg yolks
• 2 teaspoons white wine vinegar
• 2 teaspoons wholegrain mustard
• 2 tablespoons water
• 1 1/4 cup vegetable oil
• 1 tablespoon drained capers, rinsed, chopped finely
• 1 tablespoon finely chopped fresh dill