Combine the cream cheese, mayo, onion, red pepper, horseradish, Worcestershire sauce and Cajun seasoning in a large bowel.
Add the lump crab meat to the cream cheese mixture.
Stir all ingredients together to combine well.
Place the dip into a small baking dish (coated with butter or non-stick cooking spray).
Bake at 325 degrees for 25 minutes, or until the top is a nice golden brown color. Serve with buttery Ritz crackers!
Want to serve this dip cold? No problem! Just store the baked dip in the refrigerator until you're ready to serve it.