To prepare whole prickly pears, cut the ends off with a paring knife, holding the pear at the end of a fork. It’s a good idea to wear gloves: the pear may still have some prickles. Cut the fruit into ½ inch dice, then puree in the food processor, running the machine in short bursts. Use a fine sieve to strain the resulting puree to remove all seeds. You’ll need about 1 pound of prickly pears to obtain 1 cup puree.
Place the ketchup, vinegar, Petite Sirah, Worcestershire sauce, oil, celery, onion, garlic, bay leaf, smoked paprika, and pepper in a heavy saucepan. Gently simmer over medium heat until the celery and onion are tender and the mixture highly flavorful, 15 minutes.
Add prickly pear, stir to blend, and then strain the entire mixture (I use a Chinois and it works perfectly) into another saucepan. (Adding the prickly pear to the sauce before the straining should eliminate any residual seeds.) Stir in the lemon zest and lemon juice. Simmer over medium heat until thick and richly flavored, 4 to 6 minutes. If a sweeter sauce is desired, whisk in the sugar. Correct the seasoning, adding vinegar if needed or optional salt to taste.