Drain anchovies, reserving oil from the can. Mince and combine anchovies and garlic in a large bowl, mash with the back of the wooden spoon, stir in Worcestershire sauce and the juice of one lemon. Add olive oil to reserved anchovy oil to make 1/3 cup combined oil; whisk into anchovy-garlic-lemon mixture. Toss with Romaine lettuce.
Toast croutons just before tossing with salad and just before serving. Serve with freshly shaved Parmesan cheese and plenty of ground black pepper.