Mix together the cream cheese, Cheddar, pecans, onions, garlic, and Worcestershire sauce until well blended. Taste and add salt if needed.
Roll the cheese mixture into a ball. Spoon the chili powder on a plate, the roll the cheese ball in the chili powder until evenly coated. If there are any bald spots, sprinkle some of the chili powder directly onto the cheese ball, as needed.
You may serve it immediately with crackers, or chill it covered for up to 3 days before serving.
Notes
You may substitute paprika for the chili powder if you want a milder flavor.