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.