Preheat oven or grill to 425. Mix olive oil, bacon, lemon juice, Worcestershire, salt and pepper to make a marinade. Cut Cabbage into 4 wedges. Place each wedge on a piece of foil, drizzle with the marinade, getting into all the nooks and crannies, and wrap the foil to enclose wedges. Bake for 20-30 minutes for a cabbage that is still a little crisp, or up to an hour for very soft cabbage.