Mix oil, grated garlic, and parsley for a marinade in a plastic bag. Add the shrimp, mix well and let stand in refrigerator at least one hour.

Whisk egg yolks with the vinegar, mustard, and finely chopped anchovies. Add oil slowly while whisking. It's the same procedure as if you were doing a mayonnaise. Add the finely grated parmesan and garlic. Add salt and pepper to taste. Add a very small amount of water if the consistency is too thick.

Tear lettuce leaves into small pieces and divide on plates. Drizzle the dressing over the lettuce and add some croutons. Add onion rings and grated parmesan on top.

Fry the shrimps in a hot skillet for 2 minutes on each side.

Serve the fried shrimps with the salad and lemon wedges.