Start by making the Romesco sauce by popping all the ingredients except the oil into a food processor and gradually adding the oil whilst continually blending. Season well and set to one side.
Take the washed leeks and pop them into a cast iron pan or tray. Pop the tray into Roccbox and allow the leeks to burn and char, tossing occasionally for around 8 minutes or until the leeks are softened.
Serve the leeks with the Romesco dipping sauce on the side. To eat, peel back the charred outer layer and discard, dip the remaining leek into the sauce and enjoy!