Chicken caesar baguettes

Ingredients (serves 8)
8 slices prosciutto
1 tbs olive oil
4 single chicken breast fillets, halved horizontally
1 x 45g can anchovy fillets, drained
250g (1 cup) good-quality whole egg mayonnaise
2 tbs fresh lemon juice
2 tsp Worcestershire sauce
2 tsp Dijon mustard
2 (about 340cm each) large baguettes (French breadsticks)
3 baby cos lettuces, leaves separated, washed, dried
80g shaved parmesan
Method
Place the prosciutto in a non-stick frying pan over medium-high heat. Cook for 1-2 minutes each side or until golden and crisp. Drain on paper towel. Set aside to cool. Break into medium-sized pieces.
Heat the oil in the frying pan over medium-high heat. Add the chicken and cook for 4 minutes each side or until golden and cooked through. Set aside for 5 minutes to rest. Thinly slice diagonally across the grain.
Coarsely mash the anchovies. Combine the mayonnaise, lemon juice, Worcestershire sauce, mustard and anchovies in a bowl.
Cut the baguettes lengthways (do not cut all the way through) and spread with the mayonnaise mixture. Divide the lettuce, chicken, prosciutto and parmesan among the baguettes. Press to close. Cut each baguette crossways into 4 portions. Use kitchen string to tie at regular intervals to secure filling. Serve.