Preheat grill to medium high heat. Skewer 2 shrimp on each skewer, coat with olive oil, and season to taste with salt and pepper.
While grill is heating, combine red pepper, garlic, almonds, parsley, sherry vinegar, smoked paprika, olive oil, and lemon juice in a blender and blend until smooth. Season to taste with salt and pepper.
Grill shrimp for about 2-3 minutes per side, serve with Romesco sauce for dipping.
SHOP FERRARI-CARANO WINES