Chop the garlic cloves roughly into about 4 pieces. In a small saucepan, combine the oil and garlic, and fry the garlic for 1-2 minutes in the oil. Be careful not to burn the garlic or let the oil smoke. The objective is to get the garlic flavor into the oil.
Take the pan off the heat and remove the garlic pieces. Put the paprika into the oil and stir. Return to the heat for 1 minute until the oil is a deep red colour. Set the pan aside and allow it to cool.
Finely dice the cup of pickles and a small onion. Place these into a new saucepan along with the sugar and the splash of vinegar from the dill pickle jar. Bring to the boil and simmer until the sugar just begins to stick to the pieces of pickle and onion. By this point, the onion should be softening but still have texture. Remove from the heat and allow to completely cool.
Whilst waiting for the onions and pickles to cool, filter the paprika and garlic oil you made using a paper towel held over a cup, or a piece of cheesecloth. The filtered oil should be completely clear red and not contain any paprika powder. You will need 2-3 tablespoons of the filtered paprika oil.
While you wait for everything to cool down, thoroughly clean a jar that can take about 3 cups of sauce.
In a bowl, combine the mayonnaise and paprika oil with a whisk. The color should end up a light pink / orange. As the paprika oil combines with the mayonnaise it will turn darker after a few hours.
Add the mustard and onion-pickle mix that you made earlier as well as salt which you can adjust to taste. Combine the ingredients with a whisk and place the mixture into the clean jar. Place into the refrigerator for at least one hour to allow the flavors to combine.