Cut bacon in cubes and cook in a skillet over medium heat until golden and crispy. Remove from skillet and transfer to paper towel and drain.
Place cherry tomatoes on a baking sheet and pour olive oil over to coat. Season with salt and pepper. Bake in oven at 400°F (200°C) for 15 to 20 minutes until tomatoes are soft.
Rinse and spin dry lettuce leaves. Cut in large pieces (2 – 2 ½ inch / 4 – 5 cm) and place them in a large salad bowl.
Place egg yolk, mustard, garlic, anchovies, lemon juice, salt and pepper in the blender. Blend until smooth. Lower speed and add gradually olive oil until the desired consistency. Add parmesan cheese y blend.
Toss lettuce with enough dressing to moisten lettuce. Add parmesan cheese and combine.
Sprinkle bacon and roasted tomatoes on top.