How to Make It
In a small skillet, heat the olive oil. Add the onion and cook over moderate heat until softened, 5 minutes. Let cool to room temperature.
In a small bowl, mix the water with the sugar and yeast. Let stand until foamy, 5 minutes. In a food processor fitted with the plastic dough blade, blend the flour and salt. Add the sautéed onion, wine and yeast mixture and process until a ball forms. On a lightly floured work surface, knead the dough briefly until smooth. Transfer it to a lightly oiled bowl, cover with a sheet of plastic wrap and let stand in a warm place until doubled in bulk, about 1 hour.
Preheat the oven to 375°. Punch down the dough. On a lightly floured work surface, roll out the dough to a 12-inch round about 2/3 inch thick. Cover with plastic wrap and let rest for 15 minutes. Using a 2-inch round biscuit cutter, stamp out 30 rounds and transfer them to a large baking sheet. Bake for about 15 minutes, or until just cooked through and pale.
Roast the pepper directly over a gas flame or under a preheated broiler until blackened all over. Transfer to a plate and let cool. Peel; discard the stem and seeds. Coarsely chop the pepper.
In a food processor, process the roasted pepper with the almonds, vinegar, parsley and garlic to a paste. With the machine on, slowly blend in the olive oil. Transfer the sauce to a bowl and season with salt.
In a large skillet, heat the olive oil. Add the shrimp, season with salt and pepper and cook over moderately high heat until white throughout, about 2 minutes per side.
Spread a teaspoon of romesco sauce on each flat bread and top with a shrimp; serve.