Put the yolk in a mixing bowl and add mustard, Worcestershire sauce and vinegar. Beat with wire whisk. Add oil gradually beating rapidly.
When thickened and smooth, add chili sauce, scallions and olives. Mix well and season with salt and pepper to taste.
Put the crab in a mixing bowl and add half the sauce, mix gently so as not to break up the crab lumps more than necessary.
Split the avocados in half and discard the pits. Pile equal portions of the crab into the avocado halves. Spoon the remaining sauce over. Serve on a bed of lettuce leaves. Garnish the crab filling with egg slices or trimmed scallions.