Preheat the oven to 350 degrees F.
For the crab cakes: In a large bowl, combine the crab, crackers, mayonnaise, chives, mustard, lemon zest and egg. Mix together well. Form palm-sized cakes and place them on a baking tray covered with parchment paper. In a pan, heat the olive oil over medium-high heat and cook the crab cakes in batches, about 2 minutes on each side. Put them back on the baking tray and in the oven for 10 minutes.
For the spicy mayo: Using a blender or food processor, beat the egg with the Dijon mustard and red wine vinegar. Slowly add the canola oil until the mixture starts to emulsify and becomes very creamy in texture. Add water if necessary to make a thinner texture. Add the sriracha sauce. Continue to process for 1 minute. Season with salt and pepper.
When ready to serve, garnish the crab cakes with a dollop of spicy mayo.
You can do a plain mayo (without the Sriracha) and keep it for other use. The mayonnaise will keep in the refrigerator for about a week.