White Cheddar Mornay

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2 ounces butter

2 ounces all-purpose flour

1 quart whole milk

8 ounces sharp white Cheddar, shredded

1/2 teaspoon dry mustard

2 teaspoons Worcestershire sauce

1 teaspoon salt

1/4 teaspoon white pepper

1/4 teaspoon cayenne, or to taste