Place bacon grease, butter, and Worcestershire in a large roasting pan. Heat in the oven until the butter is melted, about 5-7 minutes.
Slowly add garlic salt and mix until completely dissolved.
Combine the cereal, pretzels and nuts in a large mixing bowl.
Gradually pour 1/3 of the cereal mixture into the roasting pan with the melted butter and bacon grease. Stir the cereal to coat. Repeat, adding 1/3 at a time, with the remaining cereal mixture.
Roast the Chex mix for 2 hours, stirring every 15 minutes.
Notes
Allow the homemade Chex Mix to cool completely before storing it in an airtight container. Store in a cool, dry place. Homemade Chex Mix should last for two weeks if stored properly.