Boil the cabbage until tender; drain well and set aside.
In a large saucepan, saute the onion and garlic in the canola oil until the onions are transparent;remove the saucepan from the heat; add the flour mix until smooth. Using a whisk, slowly blend in the milk; add the Worcestershire sauce, salt and pepper. Return the saucepan to the heat; stir constantly over medium heat until thickened and the flour tastes cooked. Stir in the feta cheese and whisk until thouroughly mixed. Drain any accumlated water well from the cabbage and add the cabbage to the sauce; stir to coat the cabbage and the cabbage is heated through.