In a small food processor, blend the garlic cloves and anchovies just to get them started. Add the lemon juice, mustard, Worcestershire, mayonnaise, and Parmesan, and blend again. Season to taste with salt and pepper.
Season the shrimp with the Creole seasoning. Heat olive oil in a skillet over high heat and sear the shrimp for 2-3 minutes, then flip and cook until done, about 2 minutes more. Remove from heat.
To dress the salad, toss the romaine lettuce in a large bowl and add the dressing a spoonful at a time. Toss to coat and season with additional salt and pepper. Garnish with shaved Parmesan cheese, top with the shrimp, and serve.
