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