Preheat oven to 400 degrees. On a rimmed baking sheet, toss bread with 1 tablespoon oil and season with salt and pepper. Bake until golden brown, 10 to 12 minutes. Let croutons cool completely.
On a cutting board, combine garlic, anchovies, and 1/2 teaspoon salt. Using a large knife, drag the blade at an angle across mixture until a paste forms. Transfer to a large bowl and whisk in egg yolk, mustard, and lemon juice. Gradually whisk in 3 tablespoons oil. Season with pepper. Just before serving, add croutons and lettuce to dressing and toss; top with Parmesan.
If doubling this recipe, you can use a blender to make the dressing.