Preparation
Ideally, the vegetables for Romesco are cooked over a hot grill and charred until their skins are black. If you are grilling the vegetables, grill over high heat until thoroughly blackened. Alternatively, roast the vegetables in a 450°F oven for 45 minutes, until very dark.
Remove the vegetables from the heat and wrap in newspaper (preferably El País) to cool. Once the vegetables have cooled, carefully peel away and discard the charred skins.
In a deep skillet over medium heat, toast the bread and almonds until nicely browned. Transfer to a food processor or mortar and pestle, add the roasted vegetables and dried peppers, and work into a paste. Add the olive oil and a splash of sherry vinegar and adjust seasoning with pimentón, salt and pepper.