In a bowl, combine cream cheese, Cheddar, scallions and Worcestershire. Form into a ball, then flatten slightly on top to form a pumpkin shape. Make an indentation on top where stem will be placed. Wrap in plastic wrap and freeze for at least 1 hour.
Place tortilla chip crumbs in a shallow bowl and roll cheese ball in crumbs. Press crumbs on any white patches. Place on a serving plate. Cut 2 olives into 4 triangles, 2 for eyes and 2 for the corners of a mouth. Cut remaining 2 olives into squares for teeth. Attach eyes and mouth to cheese ball with toothpicks. Cut pickle in half and place on top, forming a stem. Serve right away or cover loosely and refrigerate until ready to serve. Serve with crackers, toasted baguette slices or pita crisps.