I think the sauce is either Worcestershire Sauce, or Worcester Sauce, either is acceptable.
Worcestershire and Worcester follow the same patter as Gloucestershire/Gloucester, Leicestershire/Leicester and (Towcestershire doesn't exist)/Towcester. Towcester, incidentally, being the same pronunciation as "toaster".
The one that annoys me is Cirencester, which is usually "sai-ren-ses-ta", and only occasionally "sai-ren-ster".