Salad
Season steaks with salt and pepper. Heat 1 tablespoon vegetable oil a large, heavy skillet over medium-high heat until hot. Add the steaks and sear for 3 to 5 until golden brown. Turn the steaks and sear on the opposite side for another 3 to 5 minutes.
Insert a meat thermometer halfway through the thickest part of the steak (125° F for medium rare. 130° F for medium). If the steak is not up to temperature, continue to cook, turning every 1 minute, until the steaks reach desired doneness. Transfer steaks to a cutting board and let rest for 10 minutes before cutting into thin slices.
In a large bowl, combine lettuce, croutons and dressing. Toss to coat. Divide among 4 serving bowls and sprinkle a tablespoon of the shredded Parmesan over the top. Arrange steak slices onto each salad. Sprinkle with crispy shallots and serve.
Shallots and Croutons
Combine shallots and oil in medium microwaveable bowl. Microwave for 5 minutes. Stir and continue to microwave in 1-minute increments, stirring each minute, until they are just golden, about 2 to 4 minutes longer. (Watch closely, as the shallots cook quickly toward the end, and will continue to brown a bit once they're removed from the oil. Do not burn them, as they will turn bitter.) Set a strainer over a bowl and drain the oil from the shallots. Reserve the oil. Place the shallots on paper towels to drain and season with 1/4 teaspoon salt. They will crisp as they sit. Set aside.
Place bread cubes on a large, rimmed baking sheet. Sprinkle with 2 tablespoons of the reserved shallot oil and 1/4 teaspoon salt and toss until coated. Spread bread into an even layer on baking sheet and bake until golden brown, 15 to 20 minutes, stirring once after 10 minutes. Cool before serving.
Dressing
Place anchovies, garlic and salt together on a cutting board. Use a fork to mash into a paste. Transfer the paste into a medium bowl. Add egg yolk, lemon juice, mustard, Worcestershire sauce and pepper. Whisk together to combine. Whisking constantly, slowly drizzle in 1/3 cup reserved shallot oil (if you do not have enough left to make 1/3 cup, add more vegetable oil). The dressing should be thick and creamy. Whisk in olive oil and 1/4 cup Parmesan cheese. Set aside.