Preheat the oven to 375°F (190°C).
In a large mixing bowl, combine the crab meat, mayonnaise, Dijon mustard, Old Bay seasoning, Worcestershire sauce, and black pepper.
Fold everything together gently until evenly combined.
Add the Panko breadcrumbs and beaten egg. Mix just until incorporated to keep the crab meat chunky.
Shape the mixture into golf ball-sized portions and place them on a lightly greased baking sheet.
Brush each crab bomb generously with melted butter.
Bake the Crab Bombs for about 15 minutes, or until golden brown and heated through.
Serve immediately with lemon wedges and your favorite dipping sauce.