Combine milk, beaten egg, 1 tablespoon flour, and Worcestershire sauce in a bowl until evenly blended; set aside. Whisk 3 1/2 cups flour, salt, and black pepper together in a separate bowl until well combined; set aside.

Heat oil in a deep fryer or deep, heavy skillet to 350 degrees F (175 degrees C).

Dip pickle slices into milk mixture; press into flour mixture until evenly coated.

Cook coated pickles, in batches, in the hot oil until golden brown and float to the surface. Transfer pickles with a slotted spoon to a paper towel-lined plate; drain.