Combine the base: In a medium mixing bowl whisk together the mustard, sugar, salt, pepper (,xanthan gum if using) and vinegar until smooth. Doing this first helps dissolve the sugar and seasonings.
Emulsify: Slowly drizzle the canola oil into the bowl while whisking continuously. A handheld electric whisk makes this step easier, but a manual whisk works if you pour the oil in a thin stream. The mixture should thicken into a glossy emulsion.
Add dill: Fold the minced dill into the emulsion. Taste and adjust with more sugar, vinegar or pepper as desired.
Chill: Cover and refrigerate the sauce for at least 30 minutes before serving. Chilling allows flavours to meld. If the sauce separates in the fridge, simply whisk it again before using.