Mix together the Worstershire sauce, mushroom ketchup, mustard, 2 tablespoons butter, cayenne pepper and salt and pepper.
Clean the kidneys by removing the outer skin and cutting away the core. Cut each kidney into three or four pieces. Heat the remaining 2 tablespoons butter with the oil in a frying pan and cook kidneys for 4 to 5 minutes, turning occasionally. Pour the sauce mixture over the kidneys and stir for 1 to 2 minutes to coat the kidneys.
Serve on warmed plates, sprinkled with parsley and accompanied by lemon wedges and hot buttered toast.