Place the egg yolks, salt, pepper, lemon juice, mustard and anchovy fillets in the blender jar and select Auto 5. Slowly add the oil through the pour spout of the blender lid as the machine is running. Add the Parmesan cheese, a little bit at a time. When the Auto 5 cycle is done, scrape down the sides of the blender and pulse a few times as needed. Chill until serving.
Arrange the lettuce leaves and shrimp evenly on 4 individual plates. Drizzle the dressing generously over each serving.
Cook’s Hint: Use pasteurized eggs when they will be consumed uncooked. The pasteurization process removes harmful bacteria, a nice note of food safety.