1. Combine romaine, arugula and red pepper strips in a large bowl. Trim cucumber, then shave with a vegetable peeler onto paper towels (discard seeds). Blot dry and add to bowl with lettuces.
2. In a medium bowl, whisk yogurt, mayonnaise, milk, lime juice, olive oil, sugar, salt and pepper. Drizzle about half of the dressing over salad and toss to combine. Sprinkle with crumbled cheese, if desired.