Add the egg yolks, sour cream, anchovies, lemon juice, balsamic, Worcestershire, Dijon, Tabasco and garlic, to the bowl of a food processor fitted with the blade attachment. Pulse until the mixture is smooth.
With the food processor running, slowly add the vegetable oil, 1 tablespoon at a time. Once all the vegetable oil has been combined, follow with the olive oil. Continuing to blend until the dressing has emulsified.
Add the cheese and pulse to combine. Season to taste with salt and pepper. If the dressing is too thick, whisk in water 1 tablespoon at a time to thin it out.
Set aside if using immediately. Otherwise add to an airtight container and refrigerate until ready to use. The dressing can be made up to 3 days ahead of time.
For the salad:
Add the strips of bacon to a large sauté pan and heat over medium heat. Cook the bacon until the fat is rendered and the bacon is crispy, about 5 minutes. Use a slotted spoon to remove the bacon and set aside on a paper towel-lined plate to drain.
Heat grill to medium-high heat. The temperature should be around 500ºF.
Brush the cut half of the romaine with olive oil. Add the cut side down on the grill grates and grill for 2 minutes without touching the lettuce.
Remove from the grill and set aside.
Add a half of romaine to each serving plate and drizzle or brush each piece with the dressing. Top with bacon crumbles, shaved parmesan and chives. Serve immediately.