For the dressing, place Parmesan, anchovies, egg yolks and garlic in a blender or food processor and process until it forms a thick paste. Add lemon juice, lemon zest, salt and pepper and process until combined. Slowly add olive oil until dressing is well mixed and emulsified. For the salad, preheat grill to medium heat and brush Portobellos with olive oil, then sprinkle with a little salt and pepper. Place on grill, top-down, for about 5 minutes, then turn over and grill for another 2 to 3 minutes. Slice thinly. Meanwhile, tear romaine leaves and divide among four plates. Sprinkle with grated or shaved parmesan. Top with sliced Portobello mushrooms and serve with dressing on the side.
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