In a bowl, soak chile in 1 cup boiling water until soft, 20 minutes. Drain.
Slice tomato in half lengthwise; remove seeds. Drizzle about 1/2 teaspoon olive oil over cut sides; sprinkle lightly with salt and pepper. Place tomato halves on a baking sheet, cut sides up, and bake in a 400° oven until browned and soft, about 20 minutes.
Pour 1 teaspoon olive oil into an 8- to 10-inch frying pan over medium heat. Add garlic and stir often until lightly browned, about 5 minutes.
In a food processor or blender, combine chile, tomato, garlic, peppers, almonds, vinegar, and parsley. Whirl until well blended. Add salt and pepper to taste. Pour into a bowl.
Rinse shrimp and pat dry. Thread onto four metal skewers (10 to 14 in.). Brush with olive oil; sprinkle with salt and pepper. Place shrimp on a barbecue grill over a solid bed of medium-hot coals or medium heat on a gas grill (you can hold your hand at grill level only 3 to 4 seconds); close lid on gas grill. Cook shrimp, turning once, until opaque but still moist-looking in center of thickest part (cut to test), 3 to 6 minutes total. Serve with romesco sauce.