Preheat broiler to high and line a large, rimmed baking sheet with foil. In a medium bowl, stir together ham, mayonnaise, cayenne pepper, Worcestershire sauce and vinegar.
Place bread, cut side up, on baking sheet. Spread ham mixture evenly on top and sprinkle with Cheddar. Broil until cheese is bubbling and beginning to brown, 30 seconds to 1 minute. Remove from broiler and let stand 3 minutes. Slice into 24 pieces and serve warm.
This recipe also appeared in the October 2009 issue.