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This is from Michael Chiorello. We saw him make the trout on his old PBS show, and the oil is used for that.
"1/2 cup pure California chili powder
1 Tablespoon red pepper flakes
1 Tablespoon Spanish pimentyn de la Vera
2 cups olive oil
Puree the chili powder, pepper flakes, and pimentyn de la Vera with the olive oil in a blender until completely smooth. Put the mixture in a saucepan and bring to a simmer over moderate heat. Simmer for 45 seconds, then set aside to infuse for 10 munutes. Pour through a fine-mesh sieve into a bowl.... [S]train the oil again through a flat-bottomed paper filter. If the filter clogs, you may need to change the filter."
Well, I have never seen "California" chili powder in the stores I frequent, and I never heard of pimentyn de la Vera. I use a good quality commercial chili powder. My guess is that the "California" is insignificantly different than McCormick's or Spice Islands or Sauer, but I don't, and likely never will, know. Instead of the Spanish Vera pepper, I use McCormick's Chipotle Chile Pepper. It is really a great chili powder. I pulverize the dry ingredients in the spice mill, then mix it with the olive oil. I use the pure, not extra virgin, olive oil for this recipe. I usually buy the quarter litre, 8+ ounce, bottle and then store the resulting chili oil in that bottle. He says it keeps in a cool dry place for at least a month; I'm sure it'll keep, refrigerated, at least three, but it never lasts PR and me that long. And I don't own a fine-mesh sieve, so I use a regular old KitchenAid sifter. And he says "if" the coffee filter clogs. Oh, it will clog, and it takes hours to finish. And be careful changing the filter--I spilled a couple of ounces the other day. Sure glad I had it in the sink!
The vinaigrette for the trout is 1 Tbl each of sherry vinegar, minced garlic, and minced parsley whisked with 3 Tbls oil. Yummy.