Meanwhile, heat oven to 450°. Melt 2 tablespoons butter in 2-quart saucepan over medium heat. Cook onions in butter about 2 minutes, stirring occasionally, until onions are tender. Stir in flour; cook and stir until mixture is smooth and bubbly. Gradually stir in half-and-half, stirring constantly. Heat to boiling; cook 1 minute, stirring constantly. Stir in cocktail sauce, Worcestershire sauce, mustard, 1/2 teaspoon salt and the pepper sauce until blended; remove from heat.