In a small bowl, whisk together the mayonnaise, Parmesan cheese, lemon juice, Dijon mustard, Worcestershire sauce, anchovy paste, garlic, salt and pepper. Editor's Tip: Because of the mayonnaise, you need to combine everything only until it's smooth and all ingredients are well incorporated. If you were making a more classic version with egg yolks and olive oil, you'd need to whisk it until the oil and yolks emulsify and thicken.