In a medium bowl, whisk together the Greek yogurt, lemon juice, olive oil, Dijon mustard, and Worcestershire sauce until smooth.
Incorporate the minced garlic and anchovy paste into the yogurt mixture.
Fold in the grated Parmesan cheese and season with salt and black pepper.
Whisk vigorously until the dressing reaches a uniform, creamy consistency.
Cover and refrigerate for at least 30 minutes to allow the flavors to develop before serving.
Thin with a teaspoon of water or milk if a lighter consistency is desired.