I have two objections against store bought mustard sauce. One, I always seem to be buying sauces that come in huge jars that last a lifetime. I mean, who eats that much mustard. And two, have you looked at the prices on those things. A couple of hundred rupees for mustard - you have to be crazy to be paying that money when it takes less than 5 minutes of active effort to get a tangy mustard sauce at home.
To start with, mix 2 tbsp of mustard seeds with 1/2 tsp salt, 3 tbsp of white wine vinegar and enough water to cover the seeds. Let it soak for 2-3 days. You can obviously use cider vinegar; I rarely have that one on hand. And I usually start with 1 1/2 tbsp of yellow mustard seeds and 1/2 tbsp of the brown variety. This time though, I tried it out with all yellow mustard seeds. And this is how they looked after a two day soak.
All that's now left to be done is addition of some more vinegar, maybe another couple of tbsp and grinding it as coarse or fine as you like.