To the jar that came with your immersion blender, add the egg yolk, lemon juice, garlic, Dijon mustard, Worcestershire sauce, and anchovy. Season generously with ground black pepper.

Insert the immersion blender into the jar and blend the egg mixture. Slowly stream in the neutral oil while blending until the mixture emulsifies and becomes thick and creamy. Then add the extra-virgin olive oil in the same manner.

Stir in the parmesan cheese. If needed, thin the dressing out with water until the desired consistency is reached. Taste and season with additional salt or ground black pepper as needed. Use immediately as desired.