Make the dressing. Put the mayonnaise in a small bowl and stir in enough of the water to make a thin, pourable sauce. Pound the garlic to a paste with a little coarse sea salt. Add to the mayonnaise with the Parmesan and stir well. Thin with a little more water if necessary so that the sauce remains pourable. Add pepper to taste and set aside.
Tear the lettuce leaves into bite-sized pieces and put them into a large salad bowl. Drain the anchovies, chop them into small pieces and scatter over the lettuce.
Cut the bread into 3 cm (1¼ inch) thick slices. Discard the crusts. Melt the butter, brush the slices of bread then cut the bread into 2.5 cm (1 inch) squares. Brush a baking sheet with a little melted butter and arrange the bread in a single layer, brushing the sides with any remaining butter. Bake in a preheated oven, 200°C (400°F), Gas Mark 6, for about 12 minutes or until the croûtons are crisp and a deep golden colour. Watch the croûtons carefully after 8 minutes, because they tend to colour quickly towards the end of the cooking time.
Tip the hot croûtons into the salad and quickly drizzle the dressing over the top. Scatter the Parmesan shavings over the salad and serve immediately.