Heat the oven to 425°F and line a rimmed sheet pan with parchment.
Rub the chicken with olive oil, salt and black pepper and roast for 16 to 20 minutes, until browned and 165°F inside.
Whisk the mayonnaise, lemon juice, Dijon and anchovy paste into a smooth dressing.
Rest the chicken for 5 minutes and toast the focaccia cut-side up in the oven for 2 minutes.
Toss the romaine and Parmesan with half of the dressing immediately before assembly.
Spread the remaining dressing on the focaccia and build each sandwich with 1 chicken cutlet and 1/2 cup dressed romaine-Parmesan mixture.