Make the dressing: Add the egg, Dijon mustard, anchovy fillets, and garlic to a blender. Blend for about 1 minute, until smooth and creamy. With the blender running, slowly pour in the olive oil and blend until thick and emulsified. Season the dressing to taste with lemon juice, salt, and pepper, and quickly pulse to incorporate. Set aside. The dressing can be made ahead. Store in the fridge in an airtight container for up to 4 days.
Make the croutons: In a 3-quart (3 L) mixing bowl, combine the bread, olive oil, and Italian seasoning. Toss to coat the bread cubes.
Heat a medium pan over medium heat. Add the bread cubes, in batches if necessary to keep from overcrowding the pan. Toast, tossing occasionally, until crispy and golden brown, about 5 minutes. Remove from the pan and season with salt. Set aside. The croutons can be made ahead. Store in an airtight container in a cool, dry place for up to 4 days.
Make the shrimp: In a medium bowl, combine the shrimp, olive oil, garlic, lemon zest, salt, and pepper. Toss to coat the shrimp.
Heat a medium skillet over medium-high heat. Working in batches, cook the shrimp for 2 minutes on each side, until pink and opaque. Remove from the pan.
Thoroughly wash and dry the kale. Add to a large bowl and season with salt. Gently massage the kale to break down some of the fibrous texture. Toss with a bit of dressing to coat the leaves, then add more to taste.
Add the croutons, shrimp, avocado, pomegranate seeds, and Parmesan. Toss well.