Preheat oven to 375 degrees F.
Wash stalk and place on large baking sheet with sides (if it won't fit, cut the stalk in half and lay side by side). In a medium bowl, whisk together olive oil, balsamic, honey and salt. Use about 2/3 of the glaze to brush evenly over sprouts. Bake 25 minutes.
Meanwhile, add garlic to remaining glaze and set aside (I add garlic later so it won't burn). In a small bowl, combine mayo, lemon and cayenne.
Remove sprouts from oven, re-glaze with vinegar mixture, reserving a little for the end. Place a piece of heavy duty foil on top and return to oven for 10 minutes. Remove foil, pour remaining glaze over the top and roast 10 more minutes.
To serve: Place whole stalk on serving platter. Serve with scissors, so you can snip off the sprouts - and pass the sauce. Note: I like to serve it as an appetizer sometimes.