Pulse crabmeat in a food processor several times until minced. Transfer crabmeat to a large bowl. Blend cream cheese in food processor until creamy. Add onion, horseradish, and Worcestershire sauce to cream cheese; blend until smooth.
Stir cream cheese mixture into crab mixture until well-combined. For crab mixture into 2 to 3 balls, cover with plastic wrap, and refrigerate until firm and chilled, at least 1 hour. Place crab balls on a platter and top with cocktail sauce.