Step 1

To make the dressing, put the egg yolks, lemon juice, vinegar, mustard, anchovies and garlic in the bowl of a small food processor, add a pinch of salt and blitz to a paste. With the motor running, gradually add the oils, beginning with a very slow, thin trickle and slowly moving up to a thin stream once the ingredients have emulsified. Blend to a smooth sauce, adding one or two tablespoons of water towards the end, until the dressing is the consistency of pouring cream. Adjust the salt or lemon juice to taste.

Step 2

To make the croutons, put a frying pan on a medium heat. After a few minutes, add two tablespoons of the oil and the cubes of bread, season with a few pinches of salt and saute, stirring, for four to five minutes, until golden and crisp all over; add more oil if needed. Sprinkle with the paprika, fry for half a minute longer, then transfer to a plate. Add the remaining oil to the pan, turn up the heat and fry the capers for a minute or two, until they start to pop and turn crisp.

Step 3

Cut the lettuces in half lengthways and break up the leaves, then wash and dry them. Mix the leaves, croutons and mackerel in a large bowl, flaking the fish into generous chunks (fry the skin in the frying pan until crisp and use this to garnish the salad, if you like). Toss the lot in the dressing and cheese, then arrange on plates and top with the crisp capers and freshly ground black pepper. Taste: there will be saltiness from the parmesan, capers and dressing, but you may need a touch more. When it’s tasting irresistibly good, serve.