In a bowl, mix together Greek yogurt, mayonnaise, olive oil, anchovy paste, lemon juice, Worcestershire sauce, Dijon mustard, minced garlic, salt, and black pepper to make the dressing.

In a large bowl, combine chopped rotisserie chicken, Romaine lettuce, grape tomatoes, parmesan cheese, and diced avocado.

Pour the dressing over the chicken and vegetable mixture and toss to combine.

Divide the mixture among the warmed tortillas, wrap, and serve.