Stabilize a medium bowl with a towel beneath it. Mix together the egg yolk, sea salt, water, and lime juice with a whisk.
Combine both oils and slowly drizzle in while whisking vigorously. Start with a few drops at a time and then move up to a drizzle. If added to fast, the emulsion will become too loose. After adding all the oil the mayonnaise is too thick, add a tablespoon of water at a time until it reaches the right consistency.
Fold in orange zest and reserve in airtight container or jar in the refrigerator.