To make the Caesar dressing, whisk together mayonnaise, olive oil, lemon juice, mustard, Worcestershire, and black pepper in a medium bowl. Cover and refrigerate until ready to use.
Preheat the oven to 400 F.
Line a large baking sheet with parchment paper.
Place the bacon on the prepared baking sheet and transfer to the oven.
Bake the bacon for 20 minutes, or until crisp.
Remove the baking sheet from the oven and place the bacon on a paper towel-lined plate to drain. Reserve the bacon drippings on the baking sheet.
Place the bread slices on the baking sheet and generously coat in the bacon drippings.
Return the baking sheet to the oven and toast the bread for 5 to 10 minutes, or until golden and slightly crisp. Remove from the oven.
Spread 1 tablespoon of Caesar dressing over each toasted bread slice.
Place the chopped kale in a large bowl and drizzle with ¼ cup of Caesar dressing.
Using your hands, massage the dressing into the kale to help tenderize.
Add the romaine and onion to the bowl with the massaged kale.
Optionally drizzle the salad with additional dressing to taste and toss to coat.
To assemble the sandwiches, divide the bacon between four of the dressed toasts.
Generously top the bacon with white anchovies.
Top the anchovies with a couple slices of tomato.
Mound a generous amount of salad on top of the tomatoes.
Divide the shaved parmesan between the sandwiches.
Cap the sandwiches with the remaining bread slices and secure with a toothpick before serving.