To make the marinade: In a small bowl, add the olive oil, lemon juice, Worcestershire sauce, salt, and pepper. Stir to combine.
To prepare the cabbage: Remove any discovered leaves from the outside of the cabbage. Using a sharp knife, cut the head in half on the core. Then cut again to create the quarter head of cabbage. Remove the core.
Lay each wedge on a sheet of aluminum foil large enough to wrap it up in. Give the marinade another stir and spoon about 2 Tbsp of the marinade onto each quarter of cabbage. Let the mixture drip down the sides of the cabbage and try to cover all the surfaces.
Wrap each wedge in foil and place on a baking sheet. Bake for 50-60 minutes or until desire tenderness.