Put ½ cup mayo, ¼ cup plain Greek yogurt (or sour cream), 1½ tsp anchovy paste, 2 tbsp lemon juice, 2 tsp Worcestershire sauce, 3 tbsp grated Parmesan cheese, ¾ tsp salt, ½ tsp minced garlic, and ¼ tsp black pepper into a bowl.
Whisk the ingredients together until smooth and well combined, scraping the sides of the bowl as needed.
Taste the dressing and, if desired, adjust the flavor by adding more lemon juice and/or a little more salt or pepper; whisk again after any adjustment.
Gradually add water, 1 tbsp at a time, whisking after each addition, until the dressing reaches your preferred consistency.
Transfer the dressing to an airtight container, seal, and refrigerate. Store in the fridge for up to 2 weeks.
Stir or shake the dressing before serving.