Preheat a grill to high. Grill 1 halved lemon, skin side up, until well marked, about 3 minutes. Flip and grill for 2 minutes more; let cool slightly. Meanwhile, grill 3 scallions until well marked all over, about 2 minutes; thinly slice crosswise. In a blender, combine 1/2 teaspoon salt, 4 egg yolks and 1/4 teaspoon sugar. Add the finely grated peel of the grilled lemon and 3 tablespoons of its juice. With the machine on, add 1 cup vegetable.