In a bowl, combine the mayonnaise, Greek yogurt, Worcestershire sauce, Dijon mustard, garlic, salt, black pepper, dill, and parsley. Whisk until smooth and store in the refrigerator until serving. This can be made 2 days in advance.
¼ cup mayonnaise, ¼ cup plain Greek yogurt, 2 teaspoons Worcestershire sauce, 1 tablespoon Dijon mustard, 2 cloves garlic, ½ teaspoon kosher salt, ½ teaspoon freshly ground black pepper, 1 tablespoon minced fresh dill, 1 tablespoon minced fresh parsley