How to Make It
In a small skillet, toast the guajillo chiles over moderate heat, turning, until blistered and fragrant, 2 minutes. Transfer the chiles to a bowl, cover with hot water and let stand until softened, 15 minutes. Drain the chiles, reserving 1/4 cup of the soaking liquid.
Transfer the softened chiles and reserved chile soaking liquid to a food processor. Add the tomato puree, soy sauce, Worcestershire sauce and garlic and puree until smooth. Add the mayonnaise and puree until incorporated. Season with salt and pepper.
Light a grill or preheat a grill pan. In a small bowl, whisk the shallot with the vinegar, lemon zest, lemon juice and crushed arbol chile. Gradually whisk in the 1/4 cup of olive oil. Season the vinaigrette with salt and pepper.
Brush the vegetables with oil and season with salt and pepper. Grill the vegetables over moderately high heat, turning, until crisp-tender; 3 minutes for the scallions, 5 minutes for the asparagus. Transfer the vegetables to a bowl and toss with the vinaigrette.
Using a sharp knife, make three shallow cuts on the skin side of each snapper fillet. Transfer 1/4 cup of the guajillo mayonnaise to a small bowl. Rub each fillet all over with 1 tablespoon of that mayonnaise, rubbing it into the cuts. Grill the fillets over moderate heat, turning once, until lightly charred and just cooked through, 6 to 7 minutes. Transfer the snapper and grilled vegetables to plates and serve with warm corn tortillas, passing the remaining guajillo mayonnaise at the table.