Preheat the oven to 425 degrees F. Line a rimmed baking sheet with foil.
Spread the chicken on the prepared baking sheet and roast, flipping halfway with tongs, until very crisp, 45 to 50 minutes.
Meanwhile, whisk together the mayonnaise, Worcestershire, garlic and lemon juice in a large bowl. Season with salt and a generous amount of pepper. Reserve 1/2 cup of the sauce in a small bowl for dipping.
Using tongs, transfer the hot wings to the large bowl of sauce; sprinkle with 2 tablespoons of the Parmesan and toss well to coat. Transfer to a serving bowl and top with the remaining 2 tablespoons Parmesan and several grinds of black pepper. Serve with the romaine, breadsticks and reserved sauce for dipping.
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