You can put all the ingredients into a bender and blend until incorporated. However, I have found that using this method can make the dressing too thick. If you opt for this easy method, you'll want to whisk in a bit more olive oil to loosen the dressing. OR

Put the Garlic, Parmesan & Anchovy fillets into the blender until smooth. Tip that mixture into a bowl, and slowly add the egg, Worcester sauce & olive oil whisking until fully incorporated.