The first thing to do is to roast the bell pepper. Cut your yellow bell pepper in half and reserve one half for the rice and later use (or just eat it in a salad or by itself)! Cut the half you plan to use into 1-2 inch wide strips (make sure it is dry), and place skin side up on a small, foiled baking sheet.
Next, broil the pepper until the skin is very blistered and blackened (6-10 minutes). Remove to a small bowl, cover with plastic wrap, and wait about 10 minutes before removing the skin and seeds. This can be done in advance.
Preheat your oven to 400°F.
Place the garlic in a piece of aluminum foil with a few drops of oil and make a “basket” that has a small hole on top for air to escape. Cut the tomatoes in half and remove the very hard core by the stem. Place both the tomatoes on a foiled baking sheet skin side up along with the garlic pouch and roast for 12 minutes.
After 12 minutes, remove the tomatoes from the oven and let cool but leave the garlic in the oven for an additional 8 minutes (20 minutes total). Once the tomatoes are cooled, peel the skin off and remove the seeds. Cut into smaller chunks and set aside with the peppers. Remove the garlic from the oven, which should be softened and should still be white in color. Remove the skins from the garlic and cut the garlic cloves in quarters.
Add the bell pepper, tomato, garlic, paprika, cayenne, salt, pepper, vinegar, toasted almonds, and bread pieces to a blender. Process for a minute or so until smooth. Drizzle the olive oil into the Romesco while the blender is on low and process for another minute. Set aside until ready to use. This can all be done a day ahead of time and stored in the fridge.
When ready to serve, gently warm the sauce in a saucepan over low for a few minutes to remove the chill for serving.