To mellow out the kick of broccoli rabe, blanch it prior to grilling it. *See notes for the blanching process.
Once you've blanched your greens, dab them dry with a clean towel and set them into a large bowl. Drizzle some olive oil over your greens, hit them with some salt and pepper, and toss'em with your bare hands. (Depending on the size of the bowl you're using, you may have to do this in batches.)
Let the broccoli rabe sit for about ten minutes; in the meantime, preheat your grill to medium heat.
When your grill is ready, place the broccoli rabe into a grilling basket or bag. Again, depending on your materials, you might have to do this in batches; have a large clean plate or bowl ready to transfer your grilled broccoli rabe to at the grill between batches.
When all of your broccoli rabe is grilled and ready, set it on a serving plate or wide and shallow serving bowl, drizzle it with the Romesco sauce, and top with the 1/4 cup of toasted almonds you left aside. Keep some extra Romesco handy at the table for extra sauciness.