For the dressing, blend the mayonnaise, grated parmesan and white wine vinegar in a food processor until very smooth.
Add the Dijon mustard, garlic, anchovy fillets, smoked paprika and chilli. Season, to taste, with salt and freshly ground black pepper. Blend until smooth, adding a little water to thin the dressing if necessary.
For the salad, place the cooked chicken slices, kidney beans and onion into a bowl. Pour over 6-8 tablespoons of the dressing and mix well to coat the salad ingredients. (The remaining dressing can be kept for up to three days in the fridge and used in another recipe.)
To serve, place one Little Gem lettuce leaf onto each of eight serving plates. Spoon some of the Caesar salad into each lettuce leaf. Sprinkle over the chopped anchovies, croûtons and a few parmesan shavings. Season, to taste, with freshly ground black pepper.
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