Heat the oil in heavy based saucepan. Add a few mustard seeds to the oil. If they begin to sizzle, the oil is ready. Tip in the remaining mustard seeds and mix for 30 seconds. Make sure they do not burn.
Add the shallots and saute for 3-4 minutes. Add the rest of the ingredients and mix well. Cook for 10 minutes on a medium heat.
Once cooled, place into a non-metallic, airtight jar. Serve as a relish.