Bring a large pot of water to a boil. Boil cabbage leaves 2 minutes; drain.
In large bowl, combine 1 cup cooked rice, egg, milk, onion, ground beef, salt, and pepper. Place about 1/4 cup of meat mixture in center of each cabbage leaf, and roll up, tucking in ends. Place rolls in buttered casserole.
In a small bowl, mix together tomato sauce, brown sugar, lemon juice, and Worcestershire sauce. Pour over cabbage rolls. Cover, and bake at 350 for 1 1/2 hours. When the cabbage rolls are done you can pour off the juices into a saucepan and thicken it with cornstarch and pour it back over the cabbage rolls.