Slice the chicken breast horizontally to create an even fillet, rub it with a tablespoon of olive oil, salt, and pepper, and let it come to room temperature while you make the dressing. Cold meat on a hot grill pan cools the surface down so much that it simmers instead of searing; meat brought to room temperature gets grill marks immediately.
For the dressing, mash the anchovy fillets and garlic with the flat of a knife into a paste. Whisk this with the egg yolk, mustard, and lemon juice, then slowly drizzle in three tablespoons of olive oil while whisking continuously until you have a thick, emulsified dressing. Grate in half of the Parmesan and season with plenty of black pepper; salt is usually not needed because of the anchovies.
Heat a grill pan until smoking and grill the chicken for three to four minutes per side, depending on the thickness. Let the meat rest under foil for five minutes, then slice it diagonally.
Toast the pumpkin seeds in a dry pan until they pop. Cut the little gem lettuce lengthwise into quarters, rinse, and pat dry thoroughly.
Arrange the little gem on a plate, distribute the chicken on top, and spoon the dressing over it. Finish with the remaining Parmesan shaved into curls and the pumpkin seeds.