Chop together anchovy fillets, garlic, and pinch of salt and using the side of a knife mash into a paste and then scrape into a food processor.
Add the egg yolks, lemon zest and juice, mustard and Worcestershire sauce and blend together.
Slowly add the EVOO while continuing to blend.
Now slowly add the vegetable oil and blend the dressing until thick and glossy.
Add in the grated parmesan.
Now taste and season with salt, freshly ground pepper and more lemon juice, if desired.
Transfer to a bottle and refrigerator until ready for serving.