This recipe isn't vegan, since Worcestershire sauce has anchovies, nevertheless, looks good.
I liked this sauce, didn't taste much like HP though. You might like Wal-Mart's steak sauce, tastes almost exactly like HP to me. Also ask your local store if they will stock ex-pat foods you really miss, some will. Brookshires, Tyler, Tx (Broadway store)have a good range of Brit foods and always willing to add more.