Preheat the oven to 400°F.
Place romaine halves, cut side down, on a 15x10x1-in. baking sheet. Drizzle with 1 tablespoon olive oil. Roast 10-12 minutes or until lightly caramelized. Let cool; roughly chop. Set aside.
Meanwhile, heat remaining 2 tablespoons olive oil and butter in a large Dutch oven or heavy stockpot over medium heat. Add onion; cook until softened, 8-10 minutes. Stir in garlic, Dijon, anchovy paste, Worcestershire, pepper and salt; cook until fragrant, 1-2 minutes.
Add potatoes and chicken stock. Bring to a gentle simmer; cook until potatoes are tender, 20-25 minutes. Remove from the heat. Add the roasted romaine lettuce to the pot. Use an immersion blender to puree until completely smooth.
Add heavy cream and Parmesan; stir until cheese is melted. Stir in lemon juice. Place back on the stovetop; add rotisserie chicken. Cook until chicken is heated through, 3-4 minutes, stirring occasionally.
Ladle soup into bowls; top with croutons, Parmesan cheese and freshly cracked black pepper. Serve immediately.