Start by finely dicing the shallots, mini pickles, and capers. Keep these ingredients separate for now.
In a medium-sized mixing bowl, combine the mayonnaise, diced pickles, diced shallot, capers, lemon juice, Dijon mustard, salt, and pepper. Using a whisk, gently stir the ingredients until well combined. Be careful not to overmix as this can cause the mayonnaise to become runny and separate.
Give your tartar sauce a taste and adjust the seasoning to your preference. You might want to add a bit more salt, pepper, or lemon juice depending on your taste.
Place the tartar sauce in the refrigerator and let it chill for at least half an hour. This step allows the flavors to blend together and results in a tastier sauce.
Serve your homemade tartar sauce chilled. It's a great accompaniment to crispy fish, chips, and other seafood dishes.