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© Meredith Corporation. All rights reserved. Used with permission.
To prepare romesco sauce: Position oven rack 4 to 5 inches from heat source; preheat broiler. Line a rimmed baking sheet with foil.
If using chiles, put in a small saucepan and cover with water. Bring to a boil, then remove from heat. Weight the chiles down with a small plate and let stand for 20 minutes.
Meanwhile, place bell peppers on the prepared pan and broil, turning occasionally, until blackened and blistered on all sides, 10 to 12 minutes total. Transfer to a bowl, cover with plastic wrap and let steam for 10 minutes to loosen the skins. Discard the foil.
Reduce oven temperature to 350°F.
Place hazelnuts on the baking sheet and toast in the oven until fragrant, 10 to 15 minutes. While still hot, wrap the nuts in a clean kitchen towel and rub until most of the skins are removed. Toast the almonds on the baking sheet until fragrant, 8 to 10 minutes.
Drain the chiles; remove stems and seeds and coarsely chop. Peel the roasted peppers, remove seeds and thick membranes and coarsely chop.
Place the hazelnuts, almonds, bread and garlic in a food processor; pulse until finely ground. Add the chiles (or ancho powder, if using) and peppers, vinegar, tomato paste, paprika, 1 teaspoon salt and cayenne; process to combine, stopping to scrape down the sides as needed. With the motor running, add 3/4 cup oil and process until the mixture is well combined. Let stand at room temperature for up to 2 hours or cover and refrigerate for up to 2 weeks.
To prepare salad: Position racks in upper and lower thirds of oven; preheat to 425°F.
Toss potatoes in a bowl with 1 tablespoon oil and 1/4 teaspoon salt. Transfer to a baking sheet. Roast in upper third of oven, shaking the pan after 15 minutes, until tender, 20 to 25 minutes. Toss asparagus with the remaining 2 tablespoons oil and 1/4 teaspoon salt and arrange in a single layer on another rimmed baking sheet. Roast in lower third of oven until tender, 8 to 12 minutes.
Meanwhile, bring water and wine to a simmer in a large high-sided skillet or saucepan. Add shrimp and cook just until they’re pink, about 2 minutes. Drain. Serve the vegetables and shrimp while still warm with 1 1/2 cups of the romesco sauce for dipping. (Cover and refrigerate the remaining sauce for another use.)