1Shell the eggs and cut in half longways. Remove yolks and mash together in medium bowl. (Reserve whites, intact.)
2Mix in remaining ingredients except cayenne pepper--start with lesser amount of mayo so you can add a little extra if consistency is too dry. (You can use an electric mixer to obtain a smoother texture if you like.)
3Artistically arrange egg whites on a platter, flat side up. Dollop a heaping tablespoon of mixture into each egg-white shell. Sprinkle tops with cayenne pepper. Be careful not to touch yourself (especially your eyes!) with your fingers until you've washed them thoroughly with warm soapy water, making sure to get under the fingernails!
4Cover loosely and chill. Serve cold.
I've never been able to get this mixture to look nice and yellow because of the worcestershire sauce and the dijon mustard, but it tastes so good I'm not willing to leave them out for the sake of appearance. If it bothers you to have darker filling you can add a couple of drops of yellow food coloring to the yolks when you mix them up. It will never look sunshiny yellow, but the food coloring will perk things up significantly.
That said, I've seen pictures of other oddly colored deviled eggs and they tend to put little bits of green garnish on the tops such as dill weed, snipped parsley, chives, or other small bits of similar ilk.
This can also be made as an egg salad for sandwiches by adding the chopped whites to the yolk mixture after it is thoroughly mixed.
I have toyed with using straight horseradish instead of the horseradish sauce, but found that I like the subtler flavor of the sauce better. If you're really looking for a kick then by all means, use the straight horseradish! An alternative could be to use a tsp or two of straight horseradish and add a TBS of sour cream (the main "sauce" ingredient in horseradish sauce).