Dynamite sauce is Japanese mayonnaise with hot sauce (such as Sriracha chili sauce). I don't know why they name it "dynamite", perhaps because it is spicy. You can get smelt roe (masago) in the frozen seafood section in most Asian supermarkets. This easy recipe makes a tasty appetizer or can be an entree as well.
1 box green mussels (2 lbs.)
1 cup Japanese mayonnaise (Kewpie brand)
1/2 cup smelt roe (masago)
1 tablespoon half and half
Sriracha sauce (according to taste, I used 3 tablespoon)
Mix all ingredients in a small bowl except mussels. Line mussels on a baking tray. Spoon mayonnaise mixture on top of mussels, enough to cover the meat.
Broil mussels until it starts to brown and bubbly, around 5 to 10 minutes. Serve warm.