Preheat the oven to 350 degrees F.
For the croutons: Place a wire rack over a baking sheet. Trim the crust from the bread and cut it into 1 1/2-inch cubes. Spread the bread cubes on the rack and toast in the oven until light golden, 12 to 15 minutes.
In a small pot, heat the EVOO with the anchovies over medium-low heat. When the anchovies melt into the oil, stir in the Worcestershire sauce, garlic and lemon juice, then remove from the heat. Place the croutons in a bowl, pour the dressing over them and toss to coat. Sprinkle with cheese and season liberally with pepper. Spread the croutons on the baking sheet and return to the oven until they are deep golden and the cheese has set, 7 to 10 minutes.
For the soup: Heat the EVOO in a soup pot over medium heat. Add the garlic and onions, and season with salt and pepper. Cook until softened, 5 to 6 minutes. Add the escarole and cook until wilted, then season with salt, pepper and nutmeg. Add the chicken stock, beans and lemon zest. Simmer at a low boil until the greens are tender and no longer bitter. Serve topped with the Caesar croutons.
Cooks' Note: If you are making the soup ahead of time, cool and store it in the refrigerator. Cool the croutons and store them in foil in a cool, dry place. Reheat the soup over medium heat and reheat the croutons in a foil pouch if you wish to serve them warm.