Preheat an indoor electric grill to high, outdoor gas grill to medium high or, prepare charcoal.
Brush meat on both sides with Worcestershire, balsamic, and oil. Let meat rest 10 minutes. Grill meat 4 to 6 minutes on each side (that is medium-rare to medium-well range). Let meat rest another 5 to 10 minutes for juices to redistribute before you slice steak to serve. Slice meat on an angle, thinly, against the grain of the meat.
To make dressing, combine anchovies, garlic, and oil in a metal or heatproof glass bowl. Place bowl on grill top and cover grill. Cook oil mixture 2 or 3 minutes or until garlic is speaking by sizzling in oil. Remove dressing from heat and beat warm oil with a fork until the anchovies break up completely and dissipates in oil. Cooked anchovies melt away easily and the flavor changes from fishy to nutty. Transfer oil mixture to a large salad bowl. Add Worcestershire, lemon juice, egg, pepper, and cheese while beating with fork. Toss greens to coat with dressing. Brown garlic bread under broiler or on outdoor grill and cut the bread into chunks.
To serve, pile Caesar salad greens on plate, garnish with chunks of garlic bread (rather than traditional croutons) an extra sprinkle of cheese, black pepper; a pile of thinly sliced sirloin along side.