In a medium mixing bowl, mix the dry mustard, white wine vinegar, and 1/4 cup water.
Add in the minced chipotle and stir until fully combined.
Cover the bowl and refrigerate for 2 hours (overnight if possible).
Transfer the mustard mix to a saucepan, and add the egg, cornstarch, salt. Stir continuously over low simmering heat until the mustard is near your desired consistency (it will thicken more when resting).
Remove from heat and add in the additional adobo sauce and chipotle powder (optional).
Let the mustard rest at room temperature, thickening slightly more.