In the base of a blender or food processor, add the mayonnaise, olive oil, lemon juice, anchovies, garlic, Worcestershire, capers, green onion, parsley, cilantro and chives.
Blend until smooth, about 1 to 2 minutes. Season to taste with salt and pepper.
Use or store in an airtight container for up to 5 days in the refrigerator.