In a mixing bowl, combine mayonnaise and Dijon mustard.
Add Worcestershire sauce and lemon juice, mixing until smooth.
Stir in chopped capers and parsley.
Sprinkle in paprika, salt, and pepper to taste.
Whisk the mixture until all ingredients are fully incorporated.
Taste and adjust seasoning if necessary.
Cover the bowl with plastic wrap.
Refrigerate the sauce for at least 30 minutes.
Serve chilled as a dip or condiment.
Enjoy with your favorite seafood dishes!