Using four metal skewers, thread the components, alternating bread, chicken, sausage, and bay leaves, until the skewers are full. Baste the kabobs with the 1/2 cup olive oil; season with salt and pepper. Preheat grill to medium. Place kabobs on the hot grill; turn heat to medium. Cook for 8 to 10, until golden brown, basting with lemon juice and turning to ensure even color on all asides.

Meanwhile, prepare the salad. Combine the anchovies, garlic, lemon juice, and egg yolks in a blender. Blend to combine; add the water and blend again. With the blender running, slowly pour the 1 cup oil through the hole in the top; blend until emulsified (thickened). Add the 2 tablespoons Parmigiano-Reggiano; blend just to combine. Season to taste with salt and pepper. Place the romaine in a large bowl. Add some dressing and gently toss to combine. When the kabobs are done, remove from the grill. Serve kabobs with romaine and grilled lemons and sprinkle with shredded Parmigiano-Reggiano.