Separate the romaine into leaves. Clean and dry thoroughly. Tear or cut into pieces if necessary. Refrigerate until ready to serve.
To prepare the dressing, mash together the garlic, anchovy fillets, salt, and pepper in a bowl to form a relatively smooth paste. Add the egg and the lemon juice and blend well. Gradually add the olive oil, whisking as it is added to form a thick emulsion. Stir in the Parmesan. Adjust seasoning with salt and pepper if necessary.
Toss romaine with just enough dressing to coated. Serve with a a piece of toast.
Anchovy Buttered Toast
In a bowl, mash the anchovy and garlic into a paste. Cream the garlic, anchovy paste together with the butter, lemon juice, and pepper. Cover and set aside to allow the flavors to develop.
Slice the baguette and cover both sides with the butter. Place bread under the broiler until browned on both sides.