How to make a mustard sauce for salmon steak?

Gravlaxsås is a mustard sauce for salmon, made with dill.

The one I bought reports the following ingredients:

• mustard
• vegetable oil
• sugar
• water
• wine vinegar
• dill
• modified cornstarch

On this site, the ingredients reported for gravlaxsås are the following:

• 6.5 tbsp. oil
• 2 tbsp. vinegar
• 2 tbsp. prepared mustard
• 1 egg yolk
• 0.25 tsp. salt
• 0.25 tsp. dill

Preparing the sauce seems quite easy:

• Mix all ingredients in a jar and fasten lid.
• Shake vigorously until the ingredients are well mixed.

Gravlaxsås is the sauce used for gravlax, a dish prepared with raw salmon, cured in salt, sugar, and dill.

I began writing this as a comment to kiamlaluno's reply about gravlaxsås but it turned out too long to post as a comment. +1 for suggesting gravlaxsås, but the recipe does not have much to do with the traditional preparation that I am used to (I am Swedish). I found a more orthodox version here:
http://www.grouprecipes.com/45013/gravlax-or-dill-cured-salmon-with-sauce.html

A few tips if you want to try making this sauce: The dill has to be fresh. Do not even think of using the dried stuff. If you cannot get fresh dill, just leave it out altogether or make different sauce. The sauce contains some sugar, the amount of which you can adjust to your liking. The recipe in the link fails to mention the amount of dill. You should use a lot, like 1/2 cup or so of chopped dill. Regarding the mustard: If you cannot get to Ikea, just use any whole-grain mustard and adjust the amount of sugar and vinegar accordingly (the Swedish-style mustard is usually quite sweet, and so should this sauce be).

I'd make some kind of honey-mustard sauce, perhaps with either some horseradish or dill in it. Just honey, mustard, perhaps a little lemon juice, salt and pepper.

A mustard sauce is pretty much going to end up tasting like mustard, with possibly one other note if it's a strong underlying flavor. Other than that, you're just balancing texture. I'd go with a bunch of mustard, bit of white wine, bit of olive oil or grapeseed oil, and small bit of horseradish to taste (told you the second note had to be strong). A "bit" in this context means "an appropriate amount to make a sauce of desired thickness and oiliness" while a "small bit" means "enough you know it's there, but not enough to overpower anything".

You could also go with dill instead of horseradish but, well, I hate dill.