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1
Place the soaked salt cod in a large saucepan, cover with water by 2 inches, and bring just to a simmer over medium-low heat.
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2
Remove the pot from the heat and let it cool for at least 30 minutes before draining.
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3
Discard the water.
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4
Using your fingers, finely shred the cod, removing any bones and cartilage as you work.
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5
Meanwhile, make the tomato sauce: Add half of the olive oil to a medium skillet and place over medium heat.
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6
Add half of the onions and all of the celery and cook, stirring occasionally, until the onion is golden, about 10 minutes.
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7
Add the tomatoes, their liquid, 1 teaspoon of salt, the sugar, paprika, and thyme, and bring to a simmer.
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8
Cook gently until most of the liquid has evaporated, about 30 minutes, stirring occasionally.
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9
Pass the mixture through a food mill to make a loose, smooth puree.
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10
Taste for seasoning, set aside.
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11
Make the salt cod stuffing: Heat the remaining olive oil and onions in a large skillet over medium-low heat.
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12
Cook gently for 5 minutes; add the garlic and cook another 5 minutes, stirring occasionally.
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13
Dont let the mixture brown.
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14
Raise the heat to medium, add the shredded salt cod, and stir well to coat with the flavored oil.
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15
Continue to cook about 5 minutes more, scraping up any fish bits that stick to the pan.
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16
Stir in the flour and, using a wooden spoon, add the warm milk, 1/2 cup at a time.
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17
Wait for each addition to be nearly absorbed before stirring in the next.
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18
When the last of the milk has been absorbed and the mixture resembles loose tuna salad, turn off the heat and let it cool.
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19
Season generously with black pepper.
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20
Heat the oven to 350F.
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21
Pour oil into a large, heavy skillet to a depth of 1/3 inch and heat to 365F.
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22
Stuff each piquillo pepper with about a tablespoon of the salt cod mixture and close with a toothpick.
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23
When ready to fry the peppers, dip each one in the egg and then the dredging flour, shaking off the excess.
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24
Fry the peppers in batches until golden on both sides.
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25
Drain on paper towels.
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26
Place the peppers in an ovenproof serving dish and top with tomato sauce.
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27
Bake for 15 minutes.
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28
Serve at room temperature garnished with the parsley.