Preheat oven to 450°F (230°C). Line a baking sheet with parchment paper.
Place the saltine crackers into a food processor and chop until they are in crumbs.
In a large bowl combine a large egg, mayonnaise, parsley, dijon mustard, Worcestershire sauce, lemon juice, salt, and Old Bay seasoning.
Add the saltine cracker crumbs, and jumbo lump crab meat. Use a spatula to gently fold the ingredients together, keeping the crab in the largest pieces possible.
Scoop out about ½ a cup of the mixture and press together with your hands. Place the crab cakes on the baking sheet as you complete them.
Place the baking sheet in the refrigerator for 30 minutes to chill.
Brush the melted butter on the tops of the crab cakes. Bake for 12-15 minutes or until the internal temp of the crab cakes is 145°F.
Meanwhile, mix up the sauce by adding a little olive oil and the onion to a skillet over medium heat. Saute for 5 minutes on medium-low. Add the garlic and saute for 30 seconds more.
Turn the heat up to medium. Pour in the white wine and whisk. Cook for 2-3 minutes, until the wine is reduced by half.
Pour in the beef stock, heavy cream, and Dijon. Whisk to combine. Cook at a low boil for about 5 minutes, until the sauce has reduced and thickened, slightly. Add to a food processor or blender and blend until smooth.