You will need 12 bamboo or metal skewers for this recipe. before use, Soak bamboo skewers for 30 minutes in water; oil metal skewers.
1.Preheat grill (broiler) on high heat. Place capsicum, skin-side up, and garlic on an oven tray. Place under grill for 15 minutes or until skins are blackened. Transfer to a medium bowl. Cover with plastic wrap; cool.
2.Combine fish with half the paprika, half the oil, the rind and parsley in a medium bowl; season. Thread fish and bay leaves onto 12 skewers. Place on a tray; cover, refrigerate.
3.Remove and discard skins from capsicum and garlic. Process capsicum, garlic, almonds, juice, remaining paprika and remaining oil until almost smooth. Transfer romesco to a small bowl; season to taste.
4.Cook fish skewers on a heated oiled grill plate (or barbecue or frying pan) over medium-high heat for 4 minutes or until browned all over and cooked through. Cook lemon halves on grill plate for 1 minute or until browned.
5.Serve fish skewers with romesco sauce and lemon halves.
Romesco can be made a day ahead; keep covered in the fridge.Note