In a large skillet over medium-high heat, cook the bacon for 6 minutes, turning over halfway through. Set aside on paper towel.
In the same skillet over medium-high heat, cook the chicken in the hot bacon fat for 6 minutes or until cooked through. Season with salt and pepper. Set aside with the bacon. Refrigerate while you prepare the next steps. Once the chicken and bacon are chilled, cut each into 24 squares, about 1 inch (2.5 cm) each. Clean out the skillet.
In the same skillet over medium heat, brown the bread in the butter, about 5 minutes. Set aside.
In a bowl, whisk together the egg yolk, lemon juice and garlic. Slowly drizzle in 1/3 of the oil, whisking constantly. When the emulsion starts to resemble mayonnaise, drizzle in the remaining oil while whisking. Add the capers, anchovy paste and 2 tbsp of the Parmesan.
On a work surface, lay out the 24 squares of bread. On each one, place ½ tsp (2.5 ml) of the dressing. Layer each square with a square of chicken, bacon and two squares of lettuce. Thread each stack with a small skewer or toothpick. Finish with a small dollop of dressing over the lettuce and sprinkle with the remaining Parmesan. Place on a serving dish.