Step 1 Heat the oven to 400 degrees. Line a jellyroll pan with aluminum foil. Bake the hazelnuts until they are fragrant, about 10 minutes. Remove to a kitchen towel and rub them in the towel to remove as much of the papery peel as you can.
Step 2 Add the almonds and the tomato to the pan and return it to the oven. Remove the almonds when they are fragrant, about 5 minutes, and continue roasting the tomato, turning after another 5 minutes, until it is beginning to char and soften, 20 to 25 minutes in all. Leave the oven on if cooking the cauliflower steaks immediately.
Step 3In the meantime, cover the chile with boiling water and set aside to soften. Heat 2 tablespoons olive oil in a medium skillet. Add the bread and fry until lightly golden on both sides, about 2 minutes per side. Remove from heat and transfer the bread, leaving the oil in the pan, to a food processor. Discard the oil.
Step 4Add the garlic, hazelnuts, almonds, tomato, chile, pimenton and three-fourths teaspoon salt to the food processor and pulse until finely ground. Add three-fourths teaspoon red wine vinegar and with the processor running, pour in the remaining tablespoon olive oil in a stream to make a thick, chunky cream. Thin the sauce, if desired, with water, pulsing in a little at a time. Season to taste with more salt and vinegar if necessary.
Step 5Romesco is served at room temperature. This recipe makes about 1 cup sauce, more than is required for the dish. Store the remainder tightly covered in the refrigerator for up to a week.