How to Make It
Preheat oven to 450º. Lightly grease 4 natural baking shells or individual ramekins.
Melt 1 Tbsp. butter in a small heavy saucepan over low heat; add flour, whisking until smooth.
Cook, whisking constantly, 1 minute. Gradually add milk and onion; cook over medium heat, stirring constantly, 2 minutes or until thickened and bubbly. Remove sauce from heat.
Stir in Worcestershire sauce and sherry. Stir in mayonnaise and next 3 ingredients.
Melt remaining 4 Tbsp. butter in a medium-size heavy skillet over medium heat. Add crabmeat, and sauté 1 to 2 minutes. Remove from heat. Stir in sauce.
Spoon mixture into prepared baking shells (about 3/4 cup each). Sprinkle with cheese, and, if desired, paprika.
Bake at 450º for 10 minutes or until hot and bubbly. Serve immediately.