Trim the crusts from the bread and tear the bread into small chunks. Transfer to a mini prep food processor and pulse several times until the bread is shredded, but not cut into fine breadcrumbs. You want small pieces of torn bread -- smaller than a normal crouton.
Transfer the bread to a baking sheet and drizzle with olive oil. Add the Old Bay seasoning and salt and toss to combine. Bake in a single layer until the crumbs are browned and crisp, about 8-10 minutes. Set aside to cool.
FOR THE SHRIMP:
Heat the grill to a medium high heat, about 450°-500°.
Peel and devein the shrimp and place into a bowl. Drizzle with olive oil and toss to coat. Sprinkle the Old Bay Seasoning, cayenne pepper (if using) and salt over the shrimp and toss until well coated.
Thread the shrimp onto skewers so that you're piercing the flesh at the top of the shrimp as well as closer to the tail. This will prevent them from flopping around on the skewer and the grill.
Grill the shrimp for 2 minutes on one side, flip and grill for an additional minute or two on the other -- cooking until the shrimp are pink and cooked through, but still juicy and tender. Transfer the skewers to a sheet pan.
MAKE THE SALAD:
Place the romaine lettuce in a large salad bowl. Add the caesar dressing and toss to combine. If lettuce looks too dry, add a bit more dressing a little at a time until its well coated but not goopy.
Add the grated parmesan cheese to the salad and toss to coat. Divide the salad among 4 plates and sprinkle with breadcrumbs. Remove the shrimp from the skewers and divide between each serving. Serve with additional grated parmesan cheese if desired.
Notes
Best enjoyed the same day you make it. If you think you'll have leftovers, dress only the portion of the lettuce you'll eat that day and make a single salad. Store all ingredients separately in the refrigerator (except croutons, which should be kept at room temperature in an airtight container.