Marinate the Shrimp: In a shallow bowl, combine the shrimp with lemon juice, minced garlic, salt, and black pepper. Toss to coat evenly and let marinate for 10–15 minutes while preparing the remaining ingredients.
Cook the Bacon and Shrimp: Heat a nonstick skillet over medium-high heat with a small drizzle of olive oil. Add the bacon and cook until golden and crispy, about 4–5 minutes. Transfer to a paper towel-lined plate.
Drain most of the bacon fat, leaving about 1 teaspoon in the pan. Add the shrimp and cook for 2–3 minutes per side, or until pink and opaque. Avoid overcooking, as shrimp can become rubbery. Set aside to cool slightly.
Prepare the Caesar Dressing: In a small blender or food processor, combine Greek yogurt, mayonnaise, olive oil, minced garlic, anchovy fillet, lemon juice, and grated Parmesan cheese. Blend until smooth and creamy. Season with salt and pepper to taste, then blend again briefly. Adjust seasoning as needed.
Assemble the Salad: In a large serving bowl, layer the romaine lettuce, shrimp, crispy bacon, avocado slices, Parmesan, and croutons. Pour the dressing over the top and toss gently to combine.
Slice the soft-boiled or poached egg and place it on top of the salad. Serve immediately with extra Parmesan or lemon wedges if desired.