Detach the lettuce leaves from the head, wash them in several changes of cold water, shake in a towel or spin in a salad spinner until dry, then shred them very, very fine. Shred enough to make 2cups.
Shell the hard-boiled eggs, put them in a food processor with the anchovies and capers, and chop, pulsing on and off, to a coarse consistency.
Put the egg and anchovy combination in a bowl; add the mayonnaise, the shredded lettuce, and several grindings of black pepper; and toss thoroughly to combine all ingredients uniformly. With the mixture, stuff the sandwich to make tramezzini as described in Venetian-Style Sandwiches (facing page).