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Preheat oven to 350 degrees.
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Cook lima beans in salted water for 15 minutes; drain, reserving 1/2 cup of cooking liquid.
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In a large nonstick skillet, fry diced bacon until about half cooked.
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With a slotted spoon, remove bacon to paper towels to drain; discard all but 2 tablespoons of grease.
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Cook onion and celery in bacon grease until softened.
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In a large bowl, toss together lima beans, onion, celery, cheese, a little bit of the cooked bacon, pepper, Worcestershire sauce and reserved cooking liquid.
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Turn into a lightly greased 2-quart casserole.
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Sprinkle top with the rest of the bacon.
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Bake uncovered for about 20, or until top is browned. Remove and serve immediately.