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Marinate the chicken. Mix the lemon juice, oil, thyme and garlic in a shallow dish. Add the chicken and turn it over in the marinade to coat well. Season with freshly ground pepper and leave for up to 2 hrs.
Heat the oven to 200C/fan 180C/gas 6. Slice, then cut the bread into big, rough cubes for the croutons. Spread them in a single layer on a baking sheet, then brush all over with the 2 tbsp oil. Bake for about 10 mins until golden and crisp.
Meanwhile, put the garlic into a mini blender with the mustard, Worcestershire sauce, lemon juice, chilli and anchovies. Blend until smooth, add the mayonnaise and yogurt, then blend again – it should be the consistency of double cream. Adjust the taste with lemon juice and pepper. If necessary, thin with a couple of tsps of cold water to get the consistency right so it will coat the leaves.
Heat a griddle pan until very hot. Lay the chicken on the griddle, on the side that had the skin on. Cook for 15-16 mins, turning once or twice, until cooked through. Remove, then let the meat sit for 5 mins before slicing.
Keep any small inner lettuce leaves whole, tear the larger outer leaves into 2-3 pieces, then put them all into a large bowl with the rocket or watercress. Pour just under half the dressing over the leaves and carefully toss to coat – it’s gentler to use your hands. Either assemble in the bowl, or pile the leaves onto individual plates, tucking in the croutons, chicken and Parmesan. Drizzle the rest of the dressing over and around, then finish with an extra squeeze of lemon.