How to Make It
Light a grill. Preheat the oven to 350°. In a small heatproof bowl, cover the ancho with hot tap water and soak until softened, about 15 minutes. Drain.
Meanwhile, in a pie plate, toast the hazelnuts in the oven for about 10 minutes, or until fragrant and lightly browned. Let the hazelnuts cool, then transfer them to a kitchen towel and rub them together to remove the skins. Transfer the hazelnuts to a work surface and let cool completely, then coarsely chop.
In a food processor, combine the ancho with the hazelnuts, toasted baguette, almonds and garlic and process to a smooth paste. Add the tomatoes, roasted red pepper and vinegar and puree. With the machine on, slowly pour in the 1/4 cup of olive oil and process until blended and smooth. Scrape the romesco sauce into a bowl, stir in the parsley and season with salt and black pepper.
Brush the leeks with oil and season with salt and pepper. Grill over high heat until charred all over, about 3 minutes. Serve with the romesco sauce alongside.