Toss the bread with the olive oil and season with salt and pepper. Heat a large skillet over medium-high heat. Add the bread and cook, stirring occasionally, until golden on all sides, about 7 minutes. Set aside and let cool slightly.
Whisk the dressing, parmesan, anchovies, lemon juice and mustard in a large bowl. Add the romaine and croutons; toss to coat and season with pepper. Top with blue cheese.
Blue Cheese Dressing
Puree 1/2 cup each crumbled blue cheese and sour cream, 1/3 cup buttermilk, 1 small garlic clove (smashed) and 1 tablespoon white wine vinegar in a blender. Transfer to a bowl and stir in 1/4 cup more blue cheese, 2 to 3 dashes Worcestershire sauce and/or hot sauce, and 1 tablespoon chopped parsley. Season with salt and pepper. (Makes about 2 cups.)