Marinate lamb in wine, Worcester sauce and salt and pepper for 15 minutes. In a small skillet over medium heat, heat oil. Add lamb, searing both sides for 3-4 minutes each. Remove from pan and let rest 5 minutes.
For the Sauce: In a medium saucepan, add 3 tbs. of jam, then the wine and cayenne pepper. Bring to a boil. Drizzle sauce over lamb and serve with a tossed salad.
TIP: Don’t overcook the lamb! Lamb is usually served medium, to medium-rare.