Wash the crabs and shake out any water from inside the shell. Remove the "dead man's fingers" (the gills) from underneath the shell. With scissors, and cut off the eyes and mouthparts.
Heat vegetable oil in a large heavy kettle to 375 degrees.
Blend salt and pepper into flour, and coat each crab lightly with the flour mixture.
Combine the milk and egg, then dip the floured crabs into this mixture. Coat crabs again with the seasoned flour.
Place a crab top side down on the end of a long-handled cooking fork. (Do not skewer it.) Let the legs and claws dangle. Lower all but the body into the hot oil. Hold that position for about fifteen seconds, and then carefully flip the crab backwards into the oil. Fry two at a time until golden brown, and drain. (Let the heat of the oil recover before frying the next batch.)
In a skillet, cook the butter over low heat until it stops bubbling, and the milk solids at the bottom just begin to brown. Carefully add the lemon juice and Worcestershire (this will cause the butter to foam!) and cook until the foaming subsides. Add the crabmeat and sauté 30 seconds. Spoon butter and crabmeat over hot fried crabs.