In a blender, combine the mayonnaise, Worcestershire, mustard, lemon juice, vinegar and garlic and blend until the ingredients are combined. Make sure the garlic is completely blended.
With the blender still running, slowly add the olive oil. Add the Parmesan cheese and continue to blend. Pulse until the ingredients are combined. Season with salt and pepper.
The dressing can also be made in a bowl with a whisk. Mince the garlic first before adding it.