There are/recipe/japanese-steakhouse-white-sauce-shrimp-sauce-yum-yum-sauce-sakura-sauce/ actually two ways to make Japanese white sauce. The first uses store-bought mayonnaise. The second involves making your own mayonnaise. The end result tastes the same if you do it properly. I find it a lot easier to use prepared mayonnaise. The sauce is less likely to separate with store-bought mayonnaise, as Hellmann’s has years of practice getting it right.