Heat a large frying pan with oil, butter, or cooking spray over low heat.

Whisk together the egg and Worcestershire sauce in a small bowl.

Pour the egg mixture into the warm pan and cook over low heat until set.

Place the cheese in the middle of the egg.

When the egg is cooked, carefully fold the edges around the cheese to form a pocket.

Place the egg and cheese mixture on a slice of toast.

Spread mayonnaise on the other slice of toast.

Add lettuce and tomato slices on top of the mayonnaise.

Combine the two toast slices to form the sandwich.