Heat bacon in a 12" skillet over medium heat, and cook, turning once, until crisp and fat is rendered, about 10 minutes. Transfer bacon to a plate, reserving 2 tbsp. drippings, and let cool; crumble and set aside. Transfer reserved drippings to a bowl, and add oil, vinegar, and Worcestershire; whisk until smooth, and set dressing aside.
Build a medium-hot fire in a charcoal grill, or heat a gas grill to medium-high. (Alternatively, heat a cast-iron grill pan over medium-high heat.) Working in batches, if necessary, place romaine halves cut-side down on grill, and cook, turning once, until charred and slightly wilted, about 4 minutes.
Transfer lettuce cut-side up to a serving platter, and season with salt and pepper; drizzle with dressing, and sprinkle with reserved bacon and blue cheese.