Preheat an outdoor grill or grill pan to medium-high. Place the anchos in a small saucepan and cover with water. Bring to a boil, then lower the heat and reconstitute until soft, about 5 minutes. Remove the anchos from the water (reserve the water) and pat dry, then coarsely chop.
In a large skillet, heat the EVOO, 8 turns of the pan, over medium heat. Add the bread and almonds to the pan and toast until golden, about 5 minutes. Remove from the pan with a slotted spoon. Add the onion to the pan, increase the heat a bit and cook for a few minutes to soften. Add the garlic and paprika; season with salt and pepper. Cook for a couple minutes more, stirring constantly. Stir in the vinegar (or sherry). Transfer the contents of the pan, the toasted bread and almonds, the chopped anchos and the roasted peppers to a food processor. Mix until smooth, adding a splash of the reserved ancho liquid if necessary.
Spray the chicken and scallions with the cooking spray; season with salt and pepper. Arrange the chicken and scallions on the grill or grill pan and cook, turning once, until marked evenly, about 5 minutes for the scallions and 10 to 12 minutes for the chicken. Dress the chicken with the parsley and lemon juice and serve with the scallions, crusty bread and romesco.