Combine all meatball ingredients in a large bowl. I recommend mixing together using hands.
Using a tablespoon measure, measure equal spoonfuls of the mixture, form into balls, and place on a parchment covered baking sheet.
Bake at 375 for 17-20 minutes, or until cooked through and browned on top.
Meanwhile, add almonds to a food processor and pulse until chopped.
Add remaining ingredients except for olive oil for Romesco sauce and turn on to combine.
Add olive oil while food processor is running until desired consistency is reached.
Serve meatballs with sauce.
Make ahead instructions: When you place the meatballs on the baking sheet, you can place the baking sheet in the fridge and take out when you are ready to bake. Meatballs can be kept uncooked in the fridge for up to two days. Freeze for up to six months in an airtight container (after flash freezing on the baking sheet) and defrost the day before you want to cook.
The provided nutrition information does not include any added sodium from seasoning to taste, any optional ingredients, and it does not take brands into account. Feel free to calculate it yourself using this calculator or by adding the recipe to Yummly.