Finely chop the anchovy fillets with the garlic and transfer to a large bowl. Whisk in mustard, Worcestershire sauce, balsamic vinegar, and lemon juice. Gradually add olive oil, whisking constantly until vinaigrette emulsifies (oil and vinegar mixture bind together). Season with salt and pepper to taste. Stir in the Parmesan. Add the Romaine and toss to coat. Serve topped with Parmesan shavings.
Recipe courtesy of Gourmet Magazine