Melt 1 tablespoon butter in a heavy saucepan over low heat; add flour, stirring until smooth. Cook 1 minute, stirring constantly. Gradually add milk; cook over medium heat, stirring constantly, until thickened and bubbly. Stir in Worcestershire sauce and onion. Fold in bread cubes. Cool slightly. Stir in mayonnaise, lemon juice, salt, and pepper. Set aside.
Sauté crab meat in 1/4 cup butter in a heavy skillet. Stir into sauce. Spoon mixture into a lightly greased 1-quart casserole. Sprinkle paprika over top. Bake at 450° for 10 minutes or until hot and bubbly. Serve immediately.