In a small pot with water, add an egg and let it come to a boil. As soon as the boiling starts, leave for one minute and bring it out. Submerge the egg in iced water to stop the cooking. (By the way, you may also use the raw egg, but be careful. Also, if you don't like raw eggs, this is a good option to have it partially cooked).
In a big bowl or a salad bowl, and with the help of a fork, mash up the anchovy filet.
Add the Worcestershire sauce, the lime juice, the Dijon mustard, and a teaspoon cheese.
Emulsify all ingredients with the whisk.
Add the soft-boiled egg and then emulsify with the olive oil using the whisk by adding the oil as necessary. The recipe asks for three tablespoons, but you may use a little more if you'd rather. Verify seasoning with salt and pepper.
Roll the lettuce leaves around the salad bowl to dress them well.
Serve in a plate and finish with the amount of Parmigiano Reggiano you desire. Add a few croutons.
If you want to prepare the croutons yourself, a very easy way I like is to cut a few slices of baguette, smear some butter and garlic salt, or some salted garlic paste, sprinkle some grated Parmigiano Reggiano and toast them a little in the toaster oven. They come out delicious and it takes 2 minutes.