To a saucepan on low heat, add the mayo, salt, pepper, and Worcestershire sauce and mix together.
Slowly add the milk, stirring until smooth.
Add the 1 cup of cheese and stir until the cheese is melted in and the mixture has thickened and is smooth, about 5 minutes. Remove from heat.
Preheat you oven to 180° C (350° F), get out 6 custard cups, between 5 and 10 oz size each, and a shallow baking pan that will hold all 6 cups.
Add 2 tablespoons of cheese mixture to each cup.
Break an egg into each cup.
Add 2 tablespoons on top of the egg, sprinkle with additional cheese if desired.
Place cups in the shallow pan and add 1 inch of hot water to the pan.
Bake for 2-30 minutes.
Serve and enjoy.