Heat a small heavy-bottomed pan over medium heat. Add the anchovies and a splash of their oil, using a wooden spoon to break them apart. Turn the heat to low and add the garlic. Cook for about 30 seconds until the garlic smells sweet and fragrant. Whisk in the vinegar and bring to a simmer, then add the shallots and cook for 20 seconds more. Remove from heat and whisk in the mustard. Slowly whisk in the olive oil. Taste, and add more olive oil if it’s too tangy. If it doesn’t emulsify right away, sometimes it’s helpful to pour the mixture into a jar and shake vigorously.
In a large salad bowl, toss romaine with salt, pepper, chopped herbs, and 1⁄2 the dressing, using your hands to completely coat the leaves. Add more salt or dressing to taste, reserving enough vinaigrette to fill your avocado bowls.
Halve and pit the avocados. Carefully peel off the skin. Place the halves cut-side up on top of the dressed salad. Sprinkle with coarse salt and pepper. Divide the remaining vinaigrette evenly amongst the avocado halves. Scatter chopped herbs across salad. Serve immediately.