For the sauce: Place a heavy-bottomed saucepot over medium heat. When the pan is hot, add a film of olive oil followed by the garlic and shallots with a large pinch of salt. Cook, stirring occasionally, until the vegetables start to soften and become aromatic, about 3 minutes. Then add the piquillo peppers and tomatoes. Stir until everything is combined and bring the mixture up to a simmer. Reduce the heat to medium-low and cook, stirring occasionally, until all the flavors combine and the sauce reduces slightly, about 30 minutes. Season with salt and freshly ground black pepper and add the sherry vinegar. After 30 minutes, puree the sauce until smooth if you prefer (see Cook's Note) or leave a little bit chunky.
Preheat your oven to 400 degrees F. Line a baking sheet with parchment paper or a silicone baking mat.
While the sauce is cooking, prepare the dates: Make a slit down one side of each date. Stuff the date with the chorizo and then close the incision. Wrap with a piece of bacon and secure with a toothpick where the seams meet. Place on the prepared baking sheet and bake until the bacon on one side is crispy, about 10 minutes. Remove from the oven and remove the picks.
Pour the red pepper sauce into a shallow baking dish and arrange the dates on top, soggy-side up. Place back in the oven, uncovered, until the bacon on top is crisp, another 10 minutes or so. Remove from the oven and serve the crispy dates with some sauce spooned around and on top.
When blending hot liquid, first let it cool for 5 minutes or so, then transfer it to a blender, filling only halfway. Put the lid on, leaving one corner open. Cover the lid with a kitchen towel to catch splatters, and pulse until smooth.
When blending hot liquid, first let it cool for five minutes or so, then transfer it to a blender, filling only halfway. Put the lid on, leaving one corner open. Cover the lid with a kitchen towel to catch splatters, and pulse until smooth.
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