Allow the cheese to stand at room temperature for one hour.
Put all the room temperature cheese in a mixing bowl with onions and Worcestershire sauce and cayenne pepper. Mix with an electric mixer until smooth and well blended, about 3 to 5 minutes. Stir in milk, a little at the time.
Cover and chill the cheese mixture in the refrigerator for at least 4 hours or overnight.
Shape into a ball and roll in chopped pecans.
Serve with crackers or pretzels.
Yield: One 2-pound cheese ball or can be divided into smaller cheese balls.
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