Prepare a grill for medium heat (about 350°; you can hold your hand 5 in. above cooking grate only 6 seconds). In a large bowl, whisk together mayonnaise, oil, mustard, parmesan, lemon juice, Worcestershire, garlic, anchovies, and 1/4 cup water. Pour half the dressing into a small bowl and set aside.
Working in batches, lay kale flat on the grill and cook on both sides until edges get brown and crispy and kale starts to wilt, about 4 minutes total. Let cool slightly, then add to the dressing in the large bowl and toss to coat. Evenly divide kale among 4 salad plates. Top with croutons and a sprinkle of pepper. Serve extra dressing on the side.
Note: Nutritional analysis is per serving without extra dressing.