Place the egg yolks, mustard, garlic, anchovies, lemon juice, salt, and pepper into the bowl of a food processor fitted with a steel blade. Process until smooth.
With the food processor running, slowly pour the olive oil through the feed tube (as though you were making mayonnaise), until thick.
Add the grated Parmesan cheese and pulse 3 times.
Enjoy!
Notes
Add olive oil very slowly to ensure a stable emulsion.
Store dressing in an airtight container in the refrigerator for up to a week.