Step 1Heat the oven to 350 degrees. Place the garlic cloves on a piece of foil. Pour 3 tablespoons olive oil over the cloves and tightly seal the foil. Roast until fragrant and soft, for about 30 minutes. Cool slightly, peel and reserve the oil for making the croutons.
Step 2Brush the reserved garlic-roasting oil on the ciabatta slices. Place the bread on a baking sheet in the oven and bake until lightly golden brown, about 5 to 10 minutes. Set aside.
Step 3Combine the mayonnaise, mustards, lemon juice, anchovies, roasted and fresh garlic, Worcestershire, cayenne and black pepper in a food processor. While processing, add one-fourth cup olive oil in a slow, steady stream. Finally, pulse in the grated Parmesan. Set aside.
Step 4In a small saucepan, pour olive oil (about 1 cup) to a depth of about 1 inch. Heat the oil over medium-high heat to shimmering. Add the capers and deep-fry until they burst open, about 30 seconds. Remove the capers to paper towels to drain.
Step 5To assemble the salad, place the romaine in a large bowl. Add the shaved Parmesan and capers. Drizzle on the dressing and gently toss. Serve with the ciabatta croutons.