Preheat oven to 400°F. In a bowl, toss together the bread and olive oil. Season with salt. Spread on a baking sheet and bake for about 10 minutes, until crispy and golden. Remove from the oven and set aside.
Mix together the mayo, dijon, garlic, lemon juice, Worcestershire sauce, anchovy, Parmesan, and water. Chill in the fridge until ready to serve.
Remove 4-5 of the larger leaves from the outside of the romaine. Snap off the smaller leaves and arrange them on a serving platter.
Chop the larger leaves and put them in a bowl. Add the Parmesan shavings, chicken, and croutons. Drizzle on some dressing. Toss to coat.
Divide the mixture evenly among the small lettuce cups. Serve chilled, when possible.