1. Preheat oven to 350°F. In oven, in 10" by 6" baking dish, melt butter or margarine. Mean while, in 9-inch pie plate, mix water, Worcestershire, and 3 tablespoons mustard. Place bread crumbs on sheet of waxed paper. Roll turkey drumsticks, one at a time, in mustard mixture, then coat drumsticks with bread crumbs.
2. Arrange drumsticks in prepared baking dish. Cover baking dish with foil. Bake 1 1/4 hours; uncover dish and bake 45 minutes longer or until drumsticks are fork-tender.
3. When drumsticks are done, remove to platter; keep warm. Prepare sauce: Skim 2 tablespoons fat from drippings in baking dish into 2-quart saucepan. Skim remaining fat from drippings; set drippings aside. Over medium heat, in hot fat in saucepan, cook onion 5 minutes. Stir in milk, pepper, drippings from baking dish, and 2 tablespoons mustard; heat through, stirring occasionally. Pour sauce over drumsticks.