Put anchovy fillets, egg yolks, Dijon mustard, lemon juice, garlic and freshly ground pepper into a bowl. (If the anchovy fillets are not in salt also add some salt.) Use a handblender and blend to a paste. Add the oil bit by bit and blend to a „paste" (emulsion).
Cut the Romaine lettuce into large chunks. Put them into an bowl togethter with the croutons. Add the dressing. Mix with your hands until the dressing is evenly distributed. Put shavings of Parmesan cheese on top.