In a blender or food processor, add drained anchovy fillets, garlic, egg yolk, lemon juice, Worcestershire and mustard.
Pulse until liquified.
Leave running and slowly add olive oil and then vegetable oil through the liquid feed.
This should produce a thick dressing.
Add in grated Parmesan and pulse to blend.
Add salt, pepper, and additional lemon juice to taste.
Refrigerate until ready to use.
Place the lettuce in a large bowl.
Drizzle with desired amount of dressing and toss until well coated.
Sprinkle top with shaved Parmesan, croutons and black pepper.