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Serves 4 Starters and mains
Soak the pimientos choriceros, if using, in water for 2 hours. Preheat the oven to 200C/ 180C F/Gas 6.
Tip the vegetables for the romesco sauce on to a roasting tray and rub with the olive oil. Roast for 25 minutes, adding the nuts and the slice of bread for the last 10 minutes of cooking. Set aside to cool slightly, remove the skins from the vegetables and blend (by pestle and mortar, hand blender or food processor) with the bread, nuts, sherry vinegar, pimentón, a pinch of rock or sea salt and pimientos choriceros, if using, until you have a smooth paste.
Lay one quail on a chopping board and use a sharp knife to cut the rib cage wide open. Discard the chest bone, flip over the quail and flatten it against the board. Insert two skewers diagonally in a cross formation from the wing to the leg, passing through the breast, so that you have a completely flat bird. Repeat with the remaining birds.
Mix together the marinade ingredients and brush all over the quail.
Preheat the grill or a barbecue to hot or put a ridged griddle pan over a high heat and cook the quail for up to five minutes on each side until they are cooked through but still juicy in the middle.
Serve the quail with the lemon wedges and a spoonful of the romesco sauce.

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