Preheat oven to 350º.
To prepare romesco, place tomatoes and garlic in a shallow roasting pan coated with cooking spray. Bake at 350º for 30 minutes or until tender. Cool. Peel and seed tomatoes; peel garlic.
Combine 1/2 cup water, 3 tablespoons vinegar, crushed red pepper, and chiles in a small saucepan; bring to a boil. Cover, reduce heat, and simmer 10 minutes. Remove from heat. Let stand, covered, 30 minutes. Drain. Discard stems and seeds from chiles.
Heat a small skillet coated with cooking spray over medium-high heat. Add almonds; cook 2 minutes or until lightly browned, stirring frequently. Remove from pan. Add bread to pan; cook 2 minutes or until lightly browned, stirring frequently. Place tomatoes, garlic, chiles, 2 tablespoons vinegar, almonds, bread, 2 tablespoons water, salt, oil, paprika, and pepper in a food processor; process mixture until smooth.
Prepare grill or broiler.
Thread the shrimp onto 12 (8-inch) skewers. Place skewers on grill rack or broiler pan coated with cooking spray, and cook 3 minutes on each side or until shrimp are done. Sprinkle shrimp with parsley, if desired. Serve with romesco.