Separate a room temperature egg, reserving the whites for another use. Put the egg yolk in a medium bowl. Slowly add oil: Whisk the egg for 2 minutes, then add a tiny bit of oil while constantly whisking. Continue adding the oil in small amounts so the mixture will emulsify. When half of the oil is mixed in, pour the remaining oil in a thin stream, while whisking. You can also make this in the blender or food processor.

Rinse the anchovies, and soak them in water for 15 minutes to remove some of their saltiness and to soften them. Mince the garlic and anchovies, then mash them together to make a paste.

Add the anchovy paste to the mayo, then pour in vinegar, Worcestershire sauce, and most of the lemon juice. Add the Dijon mustard, Parmesan cheese, and the black pepper. Taste and add a dash of salt. Taste again, adjusting the flavors with a bit more lemon juice and or vinegar as desired. If the dressing is too thick, add more lemon juice.

Use a funnel to pour the dressing into a glass jar. Seal and store in the fridge for up to 3 days. Enjoy the dressing on a Caesar salad.