Chop the anchovy, garlic, and salt together until minced. Use the side of the knife blade to mash the mixture into a paste-like consistency.
Place in a small bowl and whisk in the egg yolk, lemon juice, and mustard. Slowly drizzle the olive oil while continuing to whisk. Add Parmesan and season with the black pepper to taste. Lastly, stir in sriracha until fully incorporated. Set aside.
For the Salad:
Combine the shrimp and sriracha in a small bowl and toss to coat.
Heat a skillet over medium-high heat. Once hot, add the shrimp to the pan and cook for 1-2 minutes per side until pink.
Pour the dressing into the bottom of mason jar. Add the croutons, grated Parmesan, and shrimp. Top off with as much romaine lettuce as will fit in the remaining space. Seal the lid and the salad is ready.