PREHEAT grill.
COAT fish with reserved marinade. Sprinkle with salt, pepper and paprika.
LIGHTLY COAT fish basket with olive oil and place fish in basket. Grill 3 to 4 minutes per side or until done.
BRUSH romaine with oil and season with salt and pepper. Place on grill cut side down and grill for 30 to 40 seconds or until slightly charred.
ARRANGE romaine and catfish on platter. Drizzle with remaining dressing and garnish with ¼ cup Parmesan.
PLACE mayonnaise, mustard, Worcestershire, vinegar, onion, garlic, anchovies, chipotle, hot sauce, honey, and salt and pepper in blender and blend until smooth. With the motor running, slowly add oil and blend completely.
ADD ¼ cup Parmesan and blend a few seconds longer. Adjust seasonings to taste.
REFRIGERATE dressing, reserving some for the marinade.