Mince anchovies, then using the side of a chefs knife, mash into a paste.
Set a medium bowl on a damp kitchen rag or towel to hold it steady.
Add pasted anchovies, yolks, 1 ½ teaspoons Dijon, 1 teaspoon Worcestershire, ½ teaspoon each kosher salt and black pepper, and ½ teaspoon lemon zest. Grate in 1 clove garlic.
Whisk together until smooth.
While whisking constantly and slowly stream in oil, starting drop by drop at first, then eventually by a very thin stream until all of the oil is emulsified. If the mixture ever starts to break, stop adding oil and whisk vigorously to bring back together before adding more oil.
Add 3 tablespoons lemon juice, a tablespoon at a time, whisking after each addition. Whisk in Parmesan.
Season with additional pepper to taste.