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In a small mixing bowl, combine mayonnaise, Parmesan, Dijon mustard, Worcestershire sauce, garlic, lemon juice, and anchovy paste.
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Whisk until smooth and creamy.
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Taste and adjust seasoning with salt and pepper.
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Chill in the fridge until ready to use.
Step 3: Grill the Chicken
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Preheat your grill to medium-high heat (about 400°F / 200°C).
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Remove chicken from the marinade and shake off excess.
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Grill the chicken for 6–7 minutes per side, or until the internal temperature reaches 165°F (74°C).
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During the last 1–2 minutes of grilling, add a slice of cheese on top of each chicken breast and cover the grill to let it melt.
Pro Tip: If you don’t have an outdoor grill, you can use a grill pan or cast-iron skillet indoors.