Finely crush the saltine crackers in your hands and place in a large bowl. Add the crabmeat, reserving any crab juice in a separate small bowl.
To the bowl with the crab juice, add the mayonnaise egg, mustard, Worcestershire sauce and hot sauce; whisk until smooth. Season with black pepper.
Gently fold the mayonnaise mixture into the crab and saltines. Refrigerate for at least 1 hour.
Scoop the crab mixture into six patties, about 1 1/2-inches thick. Be careful not to handle the mixture too much.
In a large skillet, heat the oil over moderately high heat until shimmering. Add the crab cakes and cook until deeply golden and heated through, about 3 minutes per side. Transfer the crab cakes to plates and serve with lemon wedges.