Build a medium-hot fire in a charcoal grill or heat a gas grill to high. Drizzle garlic, onion slices, and chilies with oil; turn to coat.
Season with salt and pepper; Grill, turning often, until golden brown and softened, about 12 minutes for garlic and 8 minutes for onion and chilies. let cool slightly.
Pop; garlic cloves out of skins and reserve. Peel, stem, and seed chilies.
Purée, garlic, onion, chilies, Worcestershire sauce, and all remaining, ingredients, in a blender, until smooth Strain