Combine the mayonnaise and Dijon mustard in a bowl.

Thinly slice the anchovies lengthways and set a quarter of this aside to use as garnish. Very finely chop the remainder into very small pieces.

Stir the minced anchovies through the mayonnaise dressing along with most of the Parmesan.

Add a small dash of warm water (no more than two teaspoons) to the dressing to loosen it a little.

Season with salt and freshly ground black pepper and a pinch of cayenne pepper.

Drizzle the dressing over the chopped lettuce and garnish with the remaining slivers of anchovy and the remaining grated Parmesan!