Put the egg in a pan of cold water, bring to the boil and cook for 1 minute.
Cool under running water for 1 minute.
Shell the egg and put the white and yolk in a blender.
Add the mustard, garlic, anchovies and lemon juice/vinegar and blend until smooth.
Gradually add the oils, with the blender running, until mixture thickens like mayonnaise.
Slice the bread and brush each slice with oil on both sides.
Cut into small cubes and place on a baking tray.
Bake at 180C for 10 – 15 minutes, or until bread is hard. (Croutons can be stored in an airtight container for up to a week if necessary, so you could prepare a whole loaf of French bread at one time).
Use the lettuce leaves to line a large serving bowl or small individual bowls.
Put the avocado, bacon, shallots, tomatoes and cheese in a mixing bowl.
Add Caesar Dressing, toss well and then spoon over the lettuce.