In a medium skillet, heat the EVOO, 2 turns of the pan, over medium heat. Add the almonds and cook, stirring, until toasted, about 3 minutes. Add the garlic and crushed red pepper and cook, stirring, for another minute. Stir in the piquillo peppers, tomatoes, splash of sherry, half the parsley and the paprika and warm through, about 1 minute. Puree in a food processor with the lemon juice, vinegar and bread, adding a splash of water if necessary. Season the romesco sauce with salt; keep warm. Wipe out the skillet and set aside for the shrimp.
In a nonstick skillet, heat a drizzle of EVOO over high heat. Season the steaks with salt and pepper and cook in the pan for 2 minutes per side. Reduce the heat to medium and cook, turning once, until medium rare, 6 minutes longer. Transfer the steaks to a plate and let rest. Melt the butter in the skillet, add the shallot and cook for 2 to 3 minutes. Stir in the cream and remaining 1/4 cup sherry and boil until reduced, 3 minutes. Season the sherry cream with salt; keep warm.
In the shrimp skillet, heat a drizzle of EVOO over medium-high heat. Add the shrimp, season with salt and pepper and cook until bright pink, 3 minutes on each side.
On each plate, pour a puddle each of sherry cream and romesco sauce. Set a steak in the cream and 3 shrimp in the romesco. Top with the remaining parsley.