Butterfly shrimp by splitting meat almost all the way through lengthwise. Heat a large nonstick skillet over medium to medium high heat. Add oil and butter to pan and melt butter. Add crushed pepper, garlic, and shrimp. Saute shrimp until pink but not cooked through, 2 minutes, then add wine and let it almost evaporate out, another 2 minutes. Remove pan from heat and sprinkle shrimp with lemon juice and parsley then season with salt and pepper, to taste. Pile several shrimp on each plate of Caesar Greens and serve.
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.