Make the sauce. Pulse the onion, garlic, and almonds in a food processor to chop. Add the tomatoes, paprika, olive oil, and a sprinkle of salt. Pulse until nearly pureed.
Transfer the sauce to a skillet over medium heat. Cook the sauce for 10-15 minutes until the onion has cooked slightly, stirring every few minutes. Taste, and add more salt to the sauce if you'd like.
Meanwhile, preheat the broiler. Arrange the okra cut side up on a baking sheet with parchment paper or cooking spray, sprinkle with salt. Broil the okra until the tops are browned but not burned (no need to flip the okra). Serve drizzled with the romesco sauce.
Enjoy!