How to Make It
Preheat the oven to 425°. In a medium saucepan of boiling salted water, cook the spaghetti until al dente, then drain well. Toss the spaghetti with the olive oil, minced garlic and the chopped almonds and season with salt and pepper.
Gently stuff the piquillo peppers with the spaghetti and set them in a medium glass or ceramic baking dish. Pour 1/3 cup of the heavy cream over the piquillos and bake for 5 minutes, or until heated through and bubbling.
Meanwhile, in a small saucepan, bring the remaining 1 cup of cream to a boil. Add the Idiazábal and simmer over moderately low heat, stirring constantly until melted. Remove the sauce from the heat and stir in the sherry. Season lightly with salt. Pour the cheese sauce over the piquillos and serve at once.