Try Crosse & Blackwells version. This is sold as a Worcester Sauce - not Worcestershire Sauce.
The main difference is that the L&P has anchovy, but the C&B uses lemon oil, so it is vegetarian as well.
One way to beat the brand - make your own. One recipe here from the About site, but others online as well:
2 tablespoons olive oil
2 large sweet onions, roughly chopped
1/2 cup tamarind paste
2 tablespoons minced garlic
2 tablespoons minced ginger
2 jalapenos, seeds removed and minced
1.4 cup chopped anchovies
1/4 cup tomato paste
2 whole cloves
2 tablespoons freshly cracked black pepper
1/2 cup dark corn syrup
1 cup molasses
3 cups white vinegar
1 cup dark beer
1/2 cup orange juice
2 cups water
1 lemon, thinly sliced
1 lime, thinly sliced
PREPARATION:
Heat the olive oil in a large saucepan and saute the chopped sweet onion until soft, about 7 minutes. Add the tamarind paste, garlic, ginger, and jalapenos. Cook over medium-low heat for another 5 minutes. Add anchovies, tomato paste, cloves, pepper, corn syrup, molasses, white vinegar, dark beer, orange juice, water, lemon, and lime. Stir to combine and bring to a boil. Reduce heat and simmer, stirring occasionally, for about 3 hours until thickened enough to the back of a spoon.
Strain Worcestershire sauce into a glass bottle and refrigerate.
The house will probably whiff a bit, but thats part of the fun . . .