Preheat the oven to 275. Line a large baking sheet with parchment paper.
Whisk the egg white with 1 tablespoon water in a large bowl until frothy. In a small bowl, combine the sugar, 1 1/2 teaspoons salt, the spice blend and cayenne pepper. 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.