To make the croutons, preheat the oven to 325°F.
Spread the bread cubes in a single layer in one or more large shallow roasting pans. Drizzle with the olive oil and toss well. Bake, stirring occasionally, until the bread is toasted and golden brown, about 20 minutes. Set aside.
To make the salad, place the egg in a saucepan and cover with cold water. Bring the water to a boil over medium heat. Cook for 3 minutes. Drain the egg and cool under running water. Peel.
In a large bowl, combine the garlic and anchovies. Mash them together into a paste. Beat in the egg, lemon juice, Worcestershire, and salt and pepper to taste. Gradually beat in the cheese and olive oil. Taste for seasoning.
Toss the lettuce with the dressing. Sprinkle with the croûtons. Toss again and taste for seasoning. Serve immediately.