For the wedge salad: Preheat the oven to 375 degrees F. Line a baking sheet with parchment paper.
Lay the bacon on the prepared baking sheet and bake until crisp, 12 to 15 minutes. Drain on paper towels.
Meanwhile, place 2 of the lettuce wedges on each of 4 serving plates, cover with damp paper towels and refrigerate while you prepare the remaining ingredients.
For the dressing: Combine the egg yolk, lemon juice, anchovies, Worcestershire sauce, garlic and Parmesan in a small food processor. Pulse about 3 to 4 times until all items are well combined. Add the oil and process until smooth and emulsified. Season generously with salt and pepper.
Drizzle the wedge salads with the dressing, then top with the bacon and grape tomatoes.
Halve the eggs and remove the yolks. Press 1/2 a yolk through a sieve over each salad. Repeat with the egg whites. Sprinkle with the parsley and shave the Parmesan over the top with a vegetable peeler.