To make the dressing, place anchovy, garlic, mustard, lemon juice and egg yolk in a small food processor, process until well combined. With motor running, add the oil in a thin, steady stream until the dressing is thick and pale. Taste and season with pepper.
Preheat oven to 180°C fan forced. Using half the oil, brush both sides of the mushrooms and season well with salt and freshly ground black pepper, place on a baking tray. Use the remaining oil to brush both sides of the bread. Place the bread on another baking tray.
Place the bread on the top shelf and mushrooms under and bake both for 8-10 minutes or until bread is golden and mushrooms tender.
Cook the pancetta in a non-stick frying pan over medium high heat for 2-3 minutes each side or until golden. Set aside to cool.
Arrange lettuce, mushrooms, toasted baguette, pancetta, avocado and eggs on serving plates. Spoon over the dressing, sprinkle with parmesan, season with freshly ground pepper and serve.