Heat the oil in a small skillet over medium-high heat. Place the lemons in the skillet cut side down and cook without moving until golden brown, about 3 minutes. Squeeze the juice of 2 of the halves into a medium mixing bowl. Add the ricotta, mayonnaise, garlic, chives, mint, Worcestershire and cayenne and stir to combine. Season with salt and pepper to taste. Transfer the mixture to a small serving bowl and drizzle with olive oil then dust with paprika. Serve with the remaining charred lemon on the side and the vegetables for dipping.