Preheat the oven to 210 °C / 410 °F. Arrange a rack in the middle of the oven. Line a baking sheet with parchment paper.
Cut the baguette into 2cm or 1-inch cubes. Add the bread onto the prepared baking sheet. Drizzle with olive oil and toss to combine, then arrange in a single layer and place in the oven. Bake for 8 - 10 minutes at 210 °C / 410 °F. Stir and turn the baking sheet around once while baking.
To a bowl, add the anchovy fillets, egg, garlic, lemon juice, vinegar, dijon mustard, parmesan. Using an immersion blender or a blender, mix into a smooth mixture. Gradually, in a thin stream, start adding both of the oils, while running the blender at low speed. Mix well to incorporate until the dressing is smooth and silky. Season to taste with salt and pepper. Optionally add the cayenne pepper too. Set aside until needed.
Bacon Caesar Salad with Apples
Set a pan over medium heat. Add the bacon and cook for about 2 - 3 minutes or until golden-brown and crispy. Clean the romaine lettuce and tear into larger pieces. Clean and cut the apples into thin slices. Arrange the salad, croutons, and apples over a serving platter. Sprinkle over the crispy bacon. Using a speed peeler, shred some parmesan cheese over the salad and generously pour half of the dressing on top. Serve the other half of the dressing on aside.