Smash the anchovy fillets and minced garlic together on a cutting board with a fork. Scrape into a wide mouthed pint jar. Blend in the egg yolks, lemon juice, and Dijon mustard, then -with the stick blender running- add the olive oil two drops at a time. When the olive oil is fully incorporated, add the vegetable oil in a thin stream, blending constantly, until the mixture is thick and glossy. Whisk or blend in the grated parmesan cheese, and adjust with black pepper and salt to taste.