In a bowl, stir together the Cheddar, Monterey Jack, onion, garlic, chiles, pecans, cumin, cayenne, mayonnaise, lime juice, and Worcestershire sauce until well blended. Taste and add adjust seasonings and condiments, and add salt if desired.
Refrigerate covered for at least an hour before serving. Serve chilled with crackers.
Notes
The pimento cheese will taste better if you grate the cheese yourself instead of using the pre-shredded cheeses, as they also include fillers that will affect the texture of the dish.