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Step 1
Get ready. Preheat the oven to 375°F. Arrange one rack in the center of the oven and another 6 to 8 inches from the broiler.
Step 2
Make the Caesar salad dressing. In a liquid measuring cup, combine the anchovies, garlic, egg yolk, Parmesan cheese, lemon juice, olive oil, salt, and pepper. Use an immersion blender on high speed to emulsify and blend the dressing until it’s smooth and creamy, about 1 minute.
Step 3
Marinate the salmon. Pat the salmon dry with paper towels and season lightly with salt and pepper. Place the salmon in a wide, shallow bowl and coat it with 1/4 cup of the Caesar salad dressing. Leave it to marinate at room temperature for up to 30 minutes while making the croutons, or for up to 1 hour in the refrigerator.
Step 4
Make the croutons. In a medium mixing bowl, whisk together the olive oil, Parmesan cheese, garlic, salt, and pepper. Add the cubed bread and toss to coat. Spread the bread cubes into a single layer on a sheet pan. Place on rack in the center of the oven. Bake for 10 minutes, toss, and continue baking until golden and crunchy, 5 to 10 minutes longer. Transfer the croutons to a bowl or plate to cool.
Step 5
Broil the salmon. Switch the oven from bake to broil on high. Wipe any crumbs off the sheet pan and line it with aluminum foil. Place the salmon on the baking sheet, wiping away some of the excess but leaving a coating of dressing. Place the salmon on the top rack, under the broiler, and broil until the fish is browned on top and opaque when flaked, 5 to 6 minutes. Remove the salmon from the oven and set aside while assembling the salad.
Step 6
Assemble the salad. Add the chopped romaine lettuce and croutons to a large bowl and toss to coat with the remaining Caesar dressing. Divide the salad among 4 salad bowls. Top each salad with a salmon filet, extra Parmesan cheese, and a grind of freshly ground black pepper, and serve