For dressing, combine egg, chicken broth, anchovy fillets or anchovy paste, olive oil, lemon peel, lemon juice, mustard, and Worcestershire sauce in a blender container or food processor bowl. Cover and blend or process until smooth. Transfer dressing to a small saucepan. Cook and stir over low heat for 8 to 10 minutes or until thickened. Do not boil. Transfer dressing to a small bowl. Cover with plastic wrap and chill in the refrigerator for 2 to 24 hours.
To serve, rub the inside of a wooden salad bowl with the cut sides of the garlic clove; discard garlic clove. Add romaine, cherry tomatoes, croutons, and Parmesan cheese to salad bowl. Pour dressing over salad. Toss lightly to coat. Transfer to individual salad plates. Grind peppercorns over each serving. Makes 6 servings.