Of couse we should ! Worshipping Jesus is the same as worshipping "the Lord" , since He is God. Remember that at that time, the coming of Jesus and the Trinity were mysteries yet to be revealed, but prophecized (spell ?) in several places to the Jews.
The "gods" mentioned in the Exodus text refer to demonic false gods, like Moloch, Astoreth, etc.
So it seems, The Lord Jesus Christ = Creator and therefore God.