Combine the mayonnaise, pickles, lemon juice, capers, dill, Worcestershire sauce, and mustard in a small bowl and stir until well blended and creamy.

Season with a pinch of salt and pepper. Taste then adjust with additional lemon juice, salt, and pepper. For the best flavor, cover and store in the refrigerator for at least 30 minutes.

Keep, tightly covered, in the refrigerator for one week.