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> I am a bit hesitant to due to all the cheap ones using lots of canola oil.
I do not blame you, canola oil is so toxic I once used it to kill a colony of ants that were invading a cabin kitchen when I was on vacation years ago, and it worked, knocked them all dead. You can always look for organic mayonnaise without the canola oil. Organic mayonnaise is usually made with olive oil or avocado oil.
> Making my own mayonnaise is an option, it doesn't seem too difficult.
I have done this before, it is not too hard. In fact it literally is typically eggs, salt and some kind of cooking oil blended. Some people add a little herb and spice to it. The only downside is it won't taste the same as conventional store-bought mayonnaise. It typically never came out very thick either. For that reason I would try finding a health food store or online source to buy organic mayonnaise.