In a mixing bowl, combine the egg yolk, minced garlic, Dijon mustard, and anchovy fillets. Using a whisk, blend these ingredients until smooth.
Add the salt, black pepper, ground coriander, ground cumin, Worcestershire sauce, and cold water to the mixture. Whisk everything together until well combined.
Slowly drizzle in the extra-virgin olive oil and canola oil while whisking continuously to create a creamy, emulsified dressing.
Stir in the sambal oelek or Thai chili paste, lemon juice, and lime juice for a spicy kick and refreshing citrus notes.
Fold in the freshly grated Parmesan cheese to add rich, cheesy flavor.
Transfer the dressing to a storage jar and refrigerate for at least 30 minutes before serving. Toss with finely chopped romaine lettuce, thick grated Parmesan cheese, and croutons.