How to Make It
Preheat grill to medium-high heat.
Place 1 bread slice on a grill rack coated with cooking spray; grill 1 minute on each side or until charred. Combine olive oil, almonds, anchovy paste, paprika, and garlic in a medium saucepan. Place saucepan on grill rack; cook 10 to 12 minutes or until garlic begins to brown.
Reduce grill heat to medium-low (about 300°). Add grilled bread slice, vinegar, bell pepper, and chile to pan. Cook on medium-low heat for 45 minutes or until vegetables are very soft, stirring every 15 minutes. Remove pan from grill. Let stand 15 minutes.
Place bell pepper mixture, 2 tablespoons water, and salt in a food processor; process until smooth.
Return grill to medium-high heat. Combine broccoli, fennel, and canola oil in a large bowl; toss to coat. Arrange fennel mixture on grill rack coated with cooking spray; grill 3 minutes or until charred, turning occasionally. Sprinkle with black pepper. Place remaining 8 bread slices on grill rack; grill 1 minute on each side or until lightly charred. Serve dip with broccoli, fennel, tomatoes, and bread.