Clean lettuce thoroughly and wrap in paper towels to absorb moisture. Refrigerate until crisp, at least 1 hour.
In a bowl or jar combine oil, vinegar, Worcestershire sauce, salt, mustard powder, garlic and lemon juice. Whisk or shake until well blended.
Coddle egg by heating 3 cups of water to boiling. Drop in egg (still in shell) and let stand for 1 minute. Remove egg from water and let cool. Once cooled crack open and whisk egg into dressing. Whisk until thoroughly blended.
Mash your preferred amount of anchovies and whisk them into the dressing. If desired set aside a few for garnish.
To assemble, place torn lettuce leaves in a large bowl. Pour dressing over the top and toss lightly. Add the grated cheese, croutons and freshly ground pepper, toss. Serve immediately!