Add shallots, garlic, oregano, and sherry vinegar to a small bowl. Allow the ingredients to sit together for 20 minutes.
Whisk in the dijon mustard and sugar.
Slowly drizzle in the olive oil as you continuously whisk. The slower you add it to the vinegar, the creamier the consistency will be at the end (as long as you keep vigorously whisking!)
Chill for up to two hours, then serve. This allows the harsher flavors of the sherry and garlic to mellow out a bit. But you can also serve immediately if you need!
Notes
This vinaigrette will keep in the refrigerator for up to four days.