In a large mixing bowl or in the food processor combine mashed potatoes, cheese, ham and eggs. Season with plenty of salt and freshly ground black pepper. The mixture should still be wet enough so the bread crumbs stick to the croquettas. Form into croquettas (makes about 2 dozen, medium-sized) and dip into panko bread crumbs, seasoned with salt and pepper. Pat lightly so the crumbs stick. Lay out on a tray, cover and refrigerate for at least 30 minutes before frying.
To fry, heat 1-inch of vegetable oil in a deep-fryer or heavy bottomed pot, over medium heat to about 360 degrees F. Fry in small batches, turning once until evenly browned. Each batch should take approximately 5 to 6 minutes. Drain on paper towels and season with kosher salt. Transfer to a serving platter and sprinkle with chives and shaved manchego. Serve with Romesco Sauce.
Toast almonds in a skillet over medium heat until golden, about 3 minutes. Transfer almonds to a blender. Add roasted red peppers, egg yolk, garlic, zest, and season with salt and pepper. Pulse a few times to combine the ingredients. With the blender on low speed drizzle in the olive oil. Once it begins to emulsify, stop the blender and add the orange juice, and sherry vinegar. Buzz once more to fully emulsify.
*RAW EGG WARNING
Food Network Kitchens suggest caution in consuming raw and lightly-cooked eggs. Due to the slight risk of Salmonella or other food-borne illness. To reduce this risk, we recommend you use only fresh, properly-refrigerated, clean, grade A or AA eggs with intact shells, and avoid contact between the yolks or whites and the shell.