This quintessential Kentucky steak sauce was first crafted at the turn of 20th century by, you guessed it, Henry Bain, the legendary headwaiter at the just-as-legendary Pendennis Club in Louisville. In those days, it was the preferred sauce for the many game animals that came through the club's kitchen. Henry Bain Sauce is still a favorite at the Pendennis Club, though these days it accompanies beef tenderloin. On Saturday, the club will host a traditional Derby Day party, which attracts a number of celebrities. If you don't have an invite, you can still enjoy my take on Henry Bain Sauce, which substitutes Mrs. Ball's Chutney for the standard Major Grey. I also skip the pickled walnuts as they're hard to find here in the hinterlands. If you have access to them, throw in a handful.