In a small saucepan, combine ketchup, brown sugar, and apple cider vinegar. Bring to a light simmer over medium heat. Stir until the sugar dissolves and the mixture looks glossy.
Whisk in Worcestershire sauce, Dijon mustard, smoked paprika, garlic powder, and onion powder. Keep stirring so nothing sticks to the bottom.
Add cayenne pepper if you want a kick. Taste, then tweak salt and pepper as needed. Remember: you can always add more heat, but you can’t un-spice a sauce.
Let the sauce simmer for 8–10 minutes, whisking occasionally, until it thickens to a nappe-like consistency—think ketchup with a bit more cling.
Cool briefly, then spoon onto hot burgers or serve on the side for dipping. If you’re making ahead, store in a jar in the fridge for up to a week.