Grilled Lamb Chops w/ Herb Aioli

1 large egg 1 garlic clove, coarsely chopped 2 Tbsp coarsely chopped fresh chives 1 Tbsp coarsely chopped fresh flat-leaf parsley 1 1/2 tsp coarsely chopped rosemary 1/4 cup plus 1 Tbsp extra virgin olive oil 1/4 cup plus 1 Tbsp vegetable oil Coarse salt and freshly ground black pepper 4 lamb shoulder chops (each about 10 oz. and 1 inch thick) 1 lemon, cut into wedges, for serving Using an immersion blender or a food processor, combine egg, garlic, and herbs. With the machine running, pour in oils in a slow, steady stream, blending until thickened. Season with salt and pepper. Transfer to a dish, press plastic wrap on surface, and refrigerate while lamb is cooking. Preheat grill to medium-high. Season lamb with salt and pepper, and grill to desired doneness, about five minutes per side for medium-rare. Serve with aioli and lemon wedges.