Combine the cumin, pimenton, crushed red pepper, garlic, lemon zest and juice and salt. Stir to combine and add enough olive oil until it becomes a loose paste. Add the pork and toss to completely coat. Let sit at room temperature for up to 2 hours or refrigerate overnight
Romesco: This can totally be done ahead and kept in the refrigerator for any grilled meat or fish need!
Preheat the grill to medium
Coat a saute pan with olive oil and add the garlic and crushed red pepper. Bring the pan to a medium heat. When the garlic is very aromatic and starting to turn golden, add the tomatoes and piquillo peppers. Season with salt, to taste, and cook until the tomato is very soft and mushy, about 4 to 5 minutes. Remove from the heat and let cool.
Grill the bread on both sides until nice and toasted. When cool to the touch, cut it into cubes.
In a food processor, pulse the almonds and bread cubes until they become a coarse paste. Add the cooked tomato mixture and toss in the saffron, sherry vinegar and parsley. Pulse, pulse, pulse to puree. Taste and season with salt, if needed. It should be really yummy! Add 2 tablespoons olive oil or a couple of tablespoons of water if the mixture is really thick.
Before grilling, skewer the pork to make kebabs, putting about 4 to 5 pieces of meat on each skewer. Don't jam the meat super close together, it's ok if the meat is touching, but do it loosely so the heat can reach all the sides and cook evenly.
Brush the grill with a wire grill brush and then rub down with an oiled towel to pick up any pieces of loosened crud.
Grill the skewers on all sides so each side gets nice and brown (brown food tastes good), about 7 to 8 minutes total. Remove the kebobs from the grill to a serving platter and let rest for 5 to 10 minutes. Serve with the Romesco sauce.