This thick, robust sauce hails from Spain and keeps for about a week refrigerated.
To prepare sauce, place bread directly onto oven rack. Broil 2 minutes on one side or until toasted; remove from oven and cut into cubes. Cut bell pepper in half lengthwise; discard seeds and membranes. Place pepper halves, skin sides up, on a foil-lined baking sheet; flatten with hand. Broil 15 minutes or until blackened. Place in a zip-top plastic bag; seal. Let stand 15 minutes. Peel and chop.
Heat 1 teaspoon oil in a large nonstick skillet over medium heat. Add 3 garlic cloves; cook 2 minutes, stirring occasionally. Add paprika, tomatoes, and jalapeño; cook 2 minutes, stirring occasionally. Add sherry; cover, reduce heat, and simmer 10 minutes. Remove from heat; stir in bread.
Place bread mixture, bell pepper, remaining 1 teaspoon oil, almonds, and next 4 ingredients (through salt) in a food processor; process until smooth.
To prepare shellfish, combine parsley, 1 teaspoon oil, shrimp, and 1 garlic clove in a large zip-top plastic bag. Seal and refrigerate for 30 minutes. Thread 4 shrimp onto each of 6 (8-inch) skewers. Place skewers on grill rack coated with cooking spray; grill 4 minutes on each side or until done. Remove from grill. Place clams and mussels directly onto grill rack; grill 10 minutes or until shells open. Discard any unopened shells. Serve shellfish with sauce.