For best flavor, use freshly grated Parmesan cheese in the dressing. If you don't have a high-powered blender, you can finely mince the garlic and anchovies before combining with the other dressing ingredients and whisking thoroughly. Make sure the grill is hot before adding the chicken to get those beautiful grill marks and a slightly charred flavor. Adjust the amount of dressing to your liking; some prefer a lighter dressing while others like a more generous coating.