In a saucepan over a low heat, combine the milk, cheese, Worcestershire sauce, mustard powder and seasoning and stir until the cheese has melted and the sauce has thickened. Add a tablespoon of this cheese mixture to the egg yolk and beat well. Once mixed, pour into the saucepan and stir for 2 to 3 minutes over a low heat.
Toast the bread and butter to taste. Pour the cheese mixture over the bread then pop under the grill for a few minutes to brown the top. Serve hot.