Put the vinegar, lemon juice, garlic, egg yolk, mustard, Worcestershire sauce, anchovies, and pepper in a blender and blend until well mixed.
With the machine running, add the olive oil, at first by drops and then, as the mixture emulsifies, in a thin, steady stream until all the oil is incorporated.
Pulse in 3/4 of the Gorgonzola and the Parmesan. Scrape into a bowl. Fold in the remaining Gorgonzola. Cover, and refrigerate until needed. You should have about 1 1/3 cups. (The dressing keeps, refrigerated, for 2 to 3 days.)
Place the shredded romaine and iceberg in a large bowl and toss with the dressing. Lay the romaine leaves on a platter. Place a few tablespoons of the salad onto the leaves and garnish with additional cheese.