Rinse a cedar grilling plank* or rinse 3 cups alder or cherrywood smoking chips in a colander. If using plank, set in a roasting pan and weight with a heavy jar. If using chips, put into a bowl and weight with a smaller bowl. Add water to cover plank or chips. Soak at least 6 and up to 24 hours.
Crack egg into a blender and add vinegar, salt, mustard, and pepper. Whirl to blend. With motor running, slowly pour in oil, whirling until incorporated and mayonnaise is thick. Scrape mayo into a bowl and stir in chopped onion. Chill until serving.
Preheat oven to 500°. Drain water from plank or chips, saving 1 cup. Set plank or scatter chips in roasting pan, then put a cooling rack on top. Cover pan tightly with foil and bake until very fragrant, about 20 minutes. Heat reserved water until steaming. Arrange clams on board or chips and cover pan, leaving a corner open. Carefully add hot water and close foil. Bake 5 minutes. Add shrimp in a single layer, then bake, tightly covered, until clams open and shrimp are cooked through in thickest part, 6 to 8 more minutes.
Transfer shrimp and clams to a serving bowl, using a slotted spoon. Scatter slivered onions on top. Serve with onion mayo.
*Find plank or chips at a grocery store with grilling supplies or at barbecuewood.com
Note: Nutritional analysis is per serving.