To a blender, add the mustard, vinegar, Worcestershire sauce, anchovies, garlic, lemon juice, and egg yolk (if using). Blend on low speed for several seconds. Scrape the sides. With the blender running, drizzle in the oil in a steady stream. Scrape the sides and mix it again to thoroughly combine. Add the parmesan, pepper, and salt and blend until thoroughly combined.
Transfer the dressing to an airtight container and refrigerate for up to three days. If using a raw egg yolk, use the dressing the day you make it.
