Cut ajies on both ends. With a small spoon, remove carefully seeds and veins from the ajies.
Soak in water overnight. Do not refrigerate. Drain and dry.
Drain bread to eliminate excess of milk, discard milk and combine bread with meat. Season with salt, pepper and Worcestershire sauce.
Stuff ajies with meat mixture, carefully. Cut each ají crosswise in 3 or 4 pieces and transfer them to a lightly oiled cookie sheet. Place a wooden toothpick in center of each.
Bake in preheated oven to 350ºF (180ºC) for 30 minutes.
Remove from oven and arrange on a serving dish.