In a large bowl, combine the first 10 ingredients. Combine the milk, eggs and Worcestershire sauce; mix into the beef mixture. Add crumbs. Grease a large sheet of foil. Place bacon on foil. Mold meat mixture into a loaf and place over bacon. Seal foil tightly around loaf. Refrigerate for 2 hours or overnight.
Place wrapped loaf on a baking sheet. Bake at 350 for 1 hour. Open foil, drain juices.
Combine sauce ingredients and spoon over loaf. Bake uncovered 30 minutes longer.