Chop bacon and cook per package instructions. Set aside to drain on paper towel.
Combine 1 tbsp of leftover bacon grease, oil, Worcestershire sauce, and vinegar.
Place romaine lettuce halves on preheated grill, turning as necessary, until cooked and wilted, about 5 minutes.
Take the lettuce off the grill, season with salt and pepper. Drizzle dressing and sprinkle with bacon and blue cheese.