In the bowl of a mini food processor or a blender, blend the anchovies, garlic, lemon juice, sherry vinegar, mustard, sugar, finely grated Parmesan, and the Worcestershire sauce until smooth.
1 2 ounce canned anchovies, 2 garlic cloves, 3 tablespoon fresh lemon juice, 1 tablespoon sherry vinegar, 1 tablespoon Dijon mustard, 1 ¼ teaspoons granulated sugar, 6 tablespoons Finely grated Parmesan cheese, 1 ½ teaspoons Worcestershire sauce