Using the back of a spoon or fork make a paste by mashing the anchovy, salt, pepper and garlic together until thoroughly mixed and mashed together.
Using a wire whisk, whisk in the egg until well blended with the paste. Whisk in lemon juice and mustard.
Whisk in the oil, one tablespoon at a time, whisking vigorously until you have a thick emulsion.
Whisk in the shallots, capers and Worcestershire sauce until blended. Taste, and adjust the salt and pepper if needed to your own taste. Cover and refrigerate until ready to use.
To make the Nicoise salad:
Either buy pre-peeled hardboiled eggs or follow this method for hard boiled eggs: Place eggs in pot of cold water and turn burner to high. When water has come to a boil, cover the pot, turn off the burner and let the eggs sit in the hot water for 8-10 minutes. Remove eggs from pot and place immediately into a bowl of cold ice water and let them sit in ice water for about 5 minutes. Remove shells from eggs and quarter the eggs lengthwise. *Note: Eggs should be 1-2 weeks old in order to peel effectively. Fresh eggs will not peel well and you will have a mess. Also, peel under cool running water for best results.
To blanch the beans: Remove the hard stem at the tip of the bean, rinse beans and cut in half. Place beans in a pot of boiling water for 3 minutes, remove them and place immediately into a bowl of ice water. This will stop the cooking and preserve the fresh taste and color of the beans.
Arrange all ingredients on a platter and drizzle with the dressing. Alternatively, place the lettuce in a bowl and toss with the dressing. Arrange the rest of the ingredients on top of the lettuce and drizzle with a little more dressing. Garnish with the herbs (optional).