Prepare the kebabs: Combine the cumin, smoked paprika, red pepper flakes, garlic, lemon zest and juice, and 1 teaspoon salt in a large bowl. Stir in the olive oil to make a loose paste. Add the pork and toss to completely coat. Let sit at room temperature for up to 2 hours or refrigerate overnight.
Make the romesco sauce: Coat a skillet with the olive oil, place over medium heat and add the garlic and red pepper flakes. When the garlic starts to turn golden, add the tomato and piquillo peppers. Season with salt and cook until the tomato is soft and mushy, 4 to 5 minutes. Remove from the heat; let cool. Preheat a grill to medium. Grill the bread on both sides until toasted. Let cool; cut into cubes. Pulse the almonds and bread cubes in a food processor to form a coarse paste. Add the cooked tomato mixture and toss in the saffron, vinegar and parsley. Pulse to puree. Taste and season with salt, if needed. Add a couple tablespoons of olive oil or water if the mixture is really thick. Skewer the pork to make kebabs, putting 4 or 5 pieces of meat on each skewer. It's OK if the meat is touching, but do it loosely so the heat reaches all sides of the meat and the pork cooks evenly. Brush the grill with a wire brush and then rub down with an oiled paper towel. Grill the skewers on all sides so each side gets nice and brown (brown food tastes good), 5 to 8 minutes total. Transfer the kebabs to a platter and let rest 5 to 10 minutes. Serve with the romesco sauce. Photograph by Antonis Achilleos
Recipe courtesy Anne Burrell for Food Network Magazine