In a medium saucepan, melt butter. Add flour and mix thoroughly. Cook over medium heat for 3 minutes; do not brown. Gradually stir hot milk into flour mixture until it forms a smooth sauce. Add bay leaf and cook for a few minutes. Discard bay leaf and let mixture cool. Squeeze liquid from crabmeat into flour mixture. Add red pepper, onion, breadcrumbs, cayenne, lemon juice, Worcestershire sauce, salt and pepper; mix thoroughly. Cover and chill for 30 min. or overnight. Form crab mixture into 2-inch balls. Roll in breadcrumbs and flatten. In a skillet, melt butter. Add crab cakes and brown on each side.