I would use a refined, light version of olive oil. One that doesn't have all the flavor and characteristics of EVOO. Also, EVOO gets bitter when it is processed like with a blender. Hopefully the light, refined OO doesn't.

Sesame oil would make an awful mayo for anything except maybe Asian food. I don't think ghee would be too tasty either. I love ghee, but can't imagine wanting it in mayo.