For the croutons: Heat the olive oil over medium-high heat in saute or frying pan. Once it is hot but not smoking, add the bread pieces and stir until the bread has been evenly toasted and is golden brown. Season with salt and pepper. Place the croutons in a bowl with a lining of paper towel to drain the oil. Immediately toss the cheese into the croutons, followed by the parsley. Store at room temperature.
For the dressing: Combine the cheese, roasted garlic, vinegar, mustard, anchovies and egg yolk in a food processor. Blend until a smooth paste has been formed. If necessary, add 2 tablespoons water to ensure it is a smooth paste, and not clumpy. With the machine running, emulsify the oil into the paste in a steady stream. Add more water or vinegar as necessary, depending on how loose or acidic you prefer the dressing.
To finish the salad: Place the lettuce leaves onto a serving platter and drizzle the dressing on top. Season with salt and pepper. Using a peeler, shave large pieces of the Pecorino cheese over the lettuces, followed by the croutons and anchovies if using.
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