1. For the Caesar dressing, combine all the ingredients for dressing except oil and parmesan in blender or food processor. Pulse till mixed and then run while adding oil to emulsify. Stop and add parmesan cheese and pulse till dressing thickens. Cover and refrigerate until needed.
2. Wash the romaine in cold water. Pat dry. Use olive oil to coat both sides of the hearts of romaine and season with salt and pepper. Cut 2 lemons in half.
3. Place the cut side of the hearts of romaine and lemon halves on a medium grill and grill 2 minutes or until grill marks appear. Turn over and grill 1 more minute
4. Transfer to serving dish and drizzle some of the dressing over the lettuce. Garnish with grilled lemon halves and shaved parmesan.