In a small saucepan, over low heat, add 1 T. olive oil. Finely mince one shallot and two cloves of garlic. Add onions and garlic to the olive oil and let cook for 2 - 3 minutes until the shallot is softened. Add 1/3 cup yellow mustard and 1 cup ketchup. Stir to combine. Add 2 T. dill (or sweet) pickle relish, a few grinds of black pepper and 1 t. Worcestershire sauce.
Continue stirring until sauce is heated through. Serve immediately.