Put the mayonnaise, ketchup, cayenne, Tabasco and Worcestershire sauce into a large mixing bowl. Whisk everything together until you have a soft pink, silky dressing.
Add the brandy and lemon juice to the bowl and stir them in before seasoning well with salt and pepper.

Now mix and adjust to taste.
Transfer the Marie Rose sauce to a serving bowl and sprinkle over a little more cayenne pepper to finish.