Step 1

Heat 2 Tbsp. oil in a medium pot over medium. Cook onion, stirring occasionally, until golden brown, 6–8 minutes. Add garlic; cook, stirring, until golden brown, about 2 minutes. Stir in tomato, chile, and roasted red peppers, cover pot, and cook until tender, about 5 minutes. Let cool slightly.

Step 2

Transfer onion mixture to a food processor and add pecans, paprika, salt, black pepper, and remaining ½ cup oil; process until smooth. Transfer pecan romesco to a small bowl, cover, and set aside until ready to serve.Do ahead: Romesco can be made 2 days ahead. Chill.

Step 3

Heat oil in a medium skillet over medium. Cook onion, stirring often, until browned, 6–8 minutes. Add mushrooms, garlic, 1 tsp. Diamond Crystal or ½ tsp. Morton kosher salt; cook, stirring occasionally, until tender and liquid evaporates, about 5 minutes. Add zucchini; cook until softened but without taking on color, about 2 minutes. Let cool.

Step 4

Transfer vegetable mixture to a large bowl. Add egg, lamb, cream, paprika, black pepper, ¼ cup panko, and remaining 2 tsp. Diamond Crystal or 1¼ tsp. Morton kosher salt and mix well.

Step 5

Divide mixture into 12 equal pieces; roll into balls. Make an indentation in the center of a meatball, then place a piece of cheese inside; enclose with meat, sealing in well. Repeat with remaining meatballs and cheese.

Step 6

Preheat oven to 375°. Scatter some panko onto a large plate. Gently roll each meatball in panko to coat.

Step 7

Melt butter in a large nonstick skillet over medium heat. Arrange meatballs in pan 1" apart and cook until golden brown, about 2 minutes per side. Transfer to a 13x9" rimmed baking sheet and bake in oven until cooked through and an instant-read thermometer inserted into the center registers 145°, 12–14 minutes.

Step 8

To serve, spread pecan romesco over plates and arrange meatballs on top. Scatter cilantro over.