Preheat the grill to medium while you start with the dressing.

In a blender, combine the lemon juice, vinegar, capers, salt and garlic and blend until smooth. Then add the Worcestershire, hot sauce, and anchovies. Slowly drizzle olive oil and blend until smooth. Taste, add salt & additional hot sauce if needed and set aside.

Peel off a few outer leaves from each romaine heart and set aside. Cut the romaine in half, and in a large bowl toss with little olive oil and season them with salt. Put them in a single layer on the grill and cook for 3 minutes. Turn and cook on the other side for 3 additional minutes; the romaine should feel slightly warm and tender with a slight char. Transfer the halves to a large platter. Spoon a little dressing on each.

Chop the remaining romaine leaves and add to a medium bowl. Toss with remaining vinaigrette, and the basil leaves.

Top the grilled romaine with the chopped, dressed romaine. Garnish with crumbled blue cheese and bacon - serve immediately.