Thread shrimp onto 4 10- to 12-inch skewers (if using wooden skewers, soak in water for 30 minutes before adding shrimp). Brush shrimp with 1 tablespoon of the oil. Brush cut sides of the romaine with 1 tablespoon of the oil.
Grill the shrimp and romaine on the rack of a grill over medium heat for 2 to 3 minutes per side or until shrimp turn opaque and romaine has grill marks. Remove shrimp and romaine from grill. Sprinkle each cut side of romaine with 1 teaspoon Parmesan cheese. Set romaine and shrimp aside.
Brush both sides of bread slices with remaining 1 tablespoon oil. Add to grill rack and grill for 1 to 2 minutes per side or until toasted.
To serve, arrange lettuce, shrimp, bread and tomatoes on each of 4 plates. Drizzle each with dressing before serving.