Preheat the oven to 275 degrees F. Line a baking sheet with parchment paper.
Whisk the egg white with 1 tablespoon water in a large bowl until frothy. Combine the sugar, 1 1/2 teaspoons salt, the spice blend and cayenne pepper in a small bowl. Toss the nuts in the egg white mixture, then stir in the sugar-spice mixture and Worcestershire sauce.
Spoon the nuts onto the prepared baking sheet in small clusters and bake until golden, 30 to 35 minutes. Cool completely, then break into pieces.