Food Network and Epicurious both provide good mustard sauce recipes. The recipes require different types of mustards. One uses dry English mustard and the other uses standard yellow mustard.
The Food Network recipe includes 2 tablespoons of dry English mustard, 6 tablespoons of cider vinegar, 2 large egg yolks and 1/3 cup of sugar. Also add 1 teaspoon of kosher salt and 1 1/2 cups half-and-half.
Mix the dry mustard and 2 tablespoons of vinegar into a smooth paste. Cover the mixture with plastic wrap, and set aside at room temperature to allow the flavors to develop overnight.
Whisk the egg yolks, sugar and salt with the mixture that sat overnight in a medium saucepan over medium heat. Add the half-and-half, and whisk the ingredients. Stir the sauce with a wooden spoon while it is cooking. Allow the sauce to cook for approximately 10 minutes until it thickens. Add 4 tablespoons of vinegar, and allow the sauce to continue to cook for another 10 minutes. Stir the sauce frequently. After the sauce thickens, pour it into a bowl, and place the bowl into another bowl of ice water. Continue to stir the sauce as it cools.
The Epicurious recipe includes 3/4 cup of prepared yellow mustard, 1/2 cup of honey, 1/4 cup of apple cider vinegar and 2 tablespoons of ketchup. It also includes 1 tablespoon of brown sugar, 2 teaspoons of Worcestershire sauce and 1 teaspoon of hot sauce. Combine all of the ingredients in a small bowl. Refrigerate the sauce for approximately 24 hours to marinate the flavors.