The second time I made this, I forgot to blanch the garlic, and to my taste, the romesco wasn't overpoweringly garlicky; that said, if you're sensitive to the taste of raw garlic, you may want to take that step.
To save time, buy shrimp that's already peeled and deveined. Some fish counters sell shrimp already prepared this way, and most (if not all) fishmongers will do this if you call and ask ahead of time, or don't mind waiting a bit.
I used equal parts hot and smoked paprika, rather than all smoked for a little bit of heat.
While best hot, the shrimp are also excellent at room temperature.