In a small saucepan, melt the butter. Add flour and whisk for 2 minutes to toast the flour. Whisk in the mustard, Worcestershire sauce, salt, pepper and cayenne pepper. Cook for 30 seconds more then whisk in the milk. Bring to a boil and turn the heat to low.
Cook for 5 minutes, remove from heat and add the white cheddar cheese. Stir until smooth, cover and set aside.
Preheat the oven to 350 degrees.
Fill a large cast iron skillet halfway with water. Bring to a boil and add the broccoli. Cook for 2 minutes, drain, cool and set aside.
To dry the pan, add the bacon. Sauté until crispy then remove to a paper towel-lined plate. Drain all but 2 Tbsp of fat from the pan and add 2 Tbsp butter, Pour in gnocchi and sauté until toasted, about 3 minutes.
Add blanched broccoli and sautéed bacon to skillet and toss lightly to coat. Cover with cheese sauce and toss again. Bake skillet in the oven for 20 minutes or until bubbly. Take skillet to the table but warn people about how hot it is! Ouch!