For Caesar salad, preheat the oven to 180C/360F/Gas 4½.
Cut the top off of the garlic bulb and discard. Wrap the garlic bulb in aluminium foil and bake for about 20 minutes until the garlic is very soft.
Remove from the oven and set aside until cool enough to handle. Squeeze the roasted garlic into a small food processor.
Add the white wine, Chardonnay vinegar, mustard, egg yolk, half the marinated anchovies, Worcestershire sauce and parmesan and blend to a fine purée.
With the blender running, gradually trickle in the rapeseed oil until the mixture thickens and emulsifies. Season with salt and freshly ground black pepper.
Place the bread cubes into a bowl with the olive oil, rosemary, salt and black pepper and toss well to combine.
Heat a frying pan until hot, add the croutons in batches and cook for 2-3 minutes, turning frequently, until golden-brown and crisp.
Toss the baby gem lettuce leaves with the hot croutons, the remaining marinated anchovies and a drizzle of dressing.
For the anchovade, heat a frying pan over a medium heat until warm, then add the olive oil, garlic, shallots and white wine and cook for 1-2 minutes.
Add the anchovies to the pan and cook for a further 1-2 minutes until the anchovies soften.
Remove from the heat and blend the anchovy mixture with the egg yolk and cream in a food processor until it becomes a puree. Season with black pepper.
For the devilled anchovies, heat a deep fat fryer to 190C/375F, or alternatively heat some vegetable oil in a deep-sided, heavy-based pan, until a breadcrumb sizzles and turns golden-brown when dropped into it. (CAUTION: hot oil can be dangerous. Do not leave unattended).
Rinse the anchovies then pat dry with kitchen paper.
Soak the anchovies in the milk for a few minutes then drain.
Mix the flour, cayenne and salt together in a bowl then toss the anchovies, a few at a time, in the flour.
Place into the fat fryer in batches and fry for 1-2 minutes until crisp and golden-brown.
Remove from the hot fat with a slotted spoon and drain onto kitchen paper. Season with salt, a little extra cayenne pepper, and a squeeze of lemon.
To serve, pile the devilled anchovies onto a board. Spoon the warm anchovade into a small bowl and place alongside the anchovies, with the radishes. Finish with a little pile of Caesar salad on the same board.