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1
Whisk together the mayonnaise, 1/4 cup of the oil, the anchovies, garlic, lemon zest and juice and 1/2 teaspoon freshly ground black pepper in a mixing bowl.
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2
Add 1 cup of the Parmesan and stir to combine.
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3
Season to taste with salt and pepper.
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4
Preheat a large grill pan or outdoor grill over high heat.
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5
Cut the romaine in quarters lengthwise, leaving some of the stem attached to each quarter.
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6
Brush the cut sides of the romaine with 1/4 cup of the Caesar dressing and place cut-side down on the grill.
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7
Grill until the first side is lightly charred, about 1 minute, then turn to the other cut side and cook until lightly charred, about 1 additional minute.
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8
Do not crowd the grill, leaving 1/2-inch of space between each quarter of romaine; grill in batches if needed.
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9
Toss the shrimp with the remaining 1 tablespoon oil and sprinkle lightly with salt and pepper.
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10
Grill the shrimp until lightly charred in spots on both sides and just cooked through, 1 to 2 minutes per side.
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11
Transfer to a mixing bowl and toss with 1 tablespoon of the Caesar dressing.
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12
Brush the inside of the baguette with 1/4 cup of the Caesar dressing and place cut-side down on the grill.
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13
Cook until lightly charred and warmed through, about 2 minutes.
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14
Cut each piece of baguette in half lengthwise and then crosswise so you have a total of 8 large breadsticks.
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15
Divide the grilled romaine among 4 large plates.
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16
Scatter an equal amount of shrimp on each plate.
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17
Thin out the remaining dressing with 2 teaspoons water and drizzle over the grilled romaine and shrimp.
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18
Sprinkle with the remaining Parmesan and serve with the grilled bread.
