Using a blender, puree the anchovies, garlic and egg yolks for 2 minutes or until slightly thickened.
Add the vinegar, lemon juice and Worcestershire and blend until smooth.
Add the oil in a steady stream, beginning slowly and pouring faster as the dressing starts to thicken. The final result should have the consistency of heavy cream but not be as thick as a mayonnaise.
Wash and dry the romaine leaves. Do not omit the drying or the salad will be soggy and underdressed. Store covered in the refrigerator until ready to use.
Slice the bread 1/2Ó thick and thoroughly brush with olive oil. Toast the croutons in a 350 oven until golden brown and crisp. Store covered at room temperature after they have cooled.
Heat the oil for frying to 325. Drain the capers of all moisture. Add the capers to the hot oil. Watch for splatters! Fry until all the capers have the appearance of tiny flowers. Drain off the oil and place the capers on paper towels. Do not chill the capers once they are fried, store covered at room temperature. If they do become soft, toast them in a 350 oven until they recrisp.
To assemble the salad, place the lettuce in a large bowl. Break the croutons in large pieces and add to the lettuce. Add Parmesan cheese to taste. Apply some of the dressing to the side of the bowl, and then work the lettuce into the dressing gradually. DO NOT OVER DRESS THE SALAD! Continue to toss the salad until each leaf is barely coated with the dressing.
Divide onto chilled salad plates. Garnish with an anchovy fillet, Parmesan cheese and some of the crispy capers.
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