Heat garlic and oil over low heat and melt butter into the oil. Place the bread in a large bowl and toss with garlic oil and butter. Season with pepper, Parmesan and thyme. Spread croutons evenly on a baking sheet and bake until crisp and golden, 15 minutes.
In the bowl you made the croutons in, combine garlic, lemon juice, hot sauce, Worcestershire sauce and mustard. Whisk in extra-virgin olive oil while mixing the dressing.
Remove croutons and let cool. When you are ready to serve, add lettuce to the dressing in the bowl and toss to coat evenly. Add cheese, salt and pepper, croutons. Toss again. Adjust seasonings and serve, with or without anchovies.