Remove outer skins of garlic, leaving only the skin that covers the cloves.
Cut ¼“ off the top of the garlic bulb so that all the cloves are exposed. Set up right on aluminum foil. Drizzle oil over the bulb, making sure that the tops of all the cloves have been covered. Seal tin foil over the bulb.
Bake for 40-60 minutes, until the bulb is soft. Remove from the oven and allow to cool.
Remove the bulb from foil, turn upside down and gently squeeze garlic from the skins into a small bowl.
Mix in mayonnaise, lemon juice, Worcestershire sauce, salt, pepper and cayenne pepper.