In Japan, I have never encountered chili mayonnaise.
In Japan sushi chef uses different raw materials on top on nigiri sushi like herbs, Japanese vegetables, egg, homemade soy sauce and marinade to give the whole dining experience an extra dimension.
In the US chili mayonnaise is used in very small quantities. The only fish that uses chili mayonnaise is tuna in which it is typically mixed in a tuna tartar.
In Denmark, there are many restaurants that uses chili mayonnaise in many context like a ketchup.
I think that is a pity because you will miss out the finer flavors of the fish and the interaction between the various ingredients.
But it is an individual choice.
Please read more about Sushi course for beginners
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Zoë has lectured and held sushi courses for A. P. Moller – Maersk, Hugo Boss Nordic, Novo Nordisk, Novartis, Velux, Gorrissen Federspiel, Accenture audit Elbek & Vejrup and many more.