Place all ingredients for the romesco sauce in a small bowl, along with 1 teaspoon of salt and a good grind of black pepper. Transfer to a food processor and blitz to form a paste. Place in a small plan and warm through just before serving.
Bring a medium saucepan of salted water to a boil and add the asparagus. Blanch for 1-2 minutes, until a dente, then drain and refresh under cold water. Set aside to dry.
Place the balsamic vinegar, apple juice and sugar in a small pan and place over high heat. Cook for 4-5 minutes, until the mixture has reduced by half and has a thick, sticky consistency.
Place a ridged grill pan over high heat. Toss the asparagus with the olive oil and 1 teaspoon of salt and grill for 1-2 minutes so both sides get scorched. Plate the asparagus, either on a bed of the romesco sauce or with the sauce on the side, and drizzle the balsamic mix over the asparagus. Wonderful served with grilled shrimp or chicken.