Step 1

In a blender, add the egg yolks, anchovies, garlic cloves, lemon juice, white wine vinegar, mustard, and Worcestershire sauce. Pulse for a few seconds until blended into a thick paste.

Step 2

Add the olive oil while processing until smooth.

Step 3

Fold in Parmesan cheese and season to taste with salt and pepper. Store in an air-tight jar and serve at room temperature.