Heat a gas grill to medium-high or prepare a charcoal grill with medium-hot coals.
Place tomatoes, zucchini, red and yellow peppers, asparagus and mushrooms in a large bowl and toss with 4 tablespoons of the olive oil,1 teaspoon of the salt and 1 teaspoon of the pepper. Toss in batches if necessary.
Grill, in batches if necessary, for about 5 to 6 minutes per side. Set aside.
In the bowl of a food processor, add almonds, bread and garlic. Process until nuts are ground. Add 4 of the grilled tomatoes, the remaining 3 tablespoons olive oil, the remaining 1/2 teaspoon salt and 1/4 teaspoon pepper, and the vinegar. Process until the consistency of a paste. Cover sauce and chill.
Serve vegetables with romesco sauce and Garlic Bread (recipe follows).
Grill six 1-inch-thick slices of crusty bread about 1 minute. Remove and rub with peeled garlic clove. Brush both sides lightly with extra-virgin olive oil. Sprinkle one side with kosher salt and a generous tablespoon of shredded Parmesan cheese. Return, cheese-side up, to grill, briefly, just until cheese melts slightly.