Mix garlic, fennel seeds, thyme, salt, 1/2 teaspoon pepper and 1/2 teaspoon oil in a small bowl. Rub over flank steak.
Heat remaining 1 teaspoon oil in large skillet over medium-high heat. Add steak, cook 5 minutes on each side for medium-rare, until internal temperature registers 145 degrees F, or until desired doneness.
Place romaine in a large bowl. Add Parmesan, remaining 1 teaspoon pepper and dressing; toss to coat. Divide salad equally among 4 plates. Slice steak into thin slices across grain at a 45 degree angle. Arrange over salad.
Place oil, lemon juice, anchovy fillets and Worcestershire sauce in a blender. Whirl until smooth. Stir in garlic, Parmesan, salt and pepper. Refrigerate, tightly covered, up to several days.