Cut romaine hearts in half lengthwise, leaving the root end intact. Brush or spray with olive oil, and season with salt and freshly cracked pepper. Place romaine cut side down onto grill and grill for 2-3 minutes, until cooked and grill marks appear. Flip and cook another 1-2 minutes. Transfer to serving tray or plate.
Brush halved lemons with olive oil and place directly on grill cut side down for about 3 minutes, until cooked and charred.
Drizzle grilled romaine with caesar dressing, garnish with shaved parmesan and serve with bread and grilled lemon.