Drain the Jarred Piquillo Peppers in a colander and lay them out on paper towels to dry and cool while you prepare the filling.
Desalt and cook the Salt cod (bacalao): if the fillet is very salty, soak it in cold water in the fridge for 24 hours, changing the water several times. For a quicker method, place the cod in a saucepan, cover with Whole milk, bring to a gentle simmer for 8–12 minutes until just tender, then drain, cool slightly and flake into bite-sized pieces, removing any bones and skin.
Finely chop the Small onion and mince the Garlic.
Heat 2–3 tablespoons of extra-virgin olive oil in a skillet over medium heat. Add the onion and cook until softened and translucent, 6–8 minutes, then add the garlic and cook 1 minute until fragrant.
Sprinkle the Plain flour over the softened onion and garlic and stir continuously for 1–2 minutes to cook the flour and form a roux.
Slowly whisk in the reserved cooking Whole milk (or 200–250 ml fresh milk) and 100 ml Heavy cream until you have a smooth, thick sauce. Reduce the heat to low and simmer gently until the mixture coats the back of a spoon.
Stir the flaked Salt cod (bacalao) into the sauce and cook for a few minutes to allow flavors to meld. Season to taste with a pinch of Ground nutmeg, Salt and freshly ground Black pepper. If the filling seems too loose, simmer a little longer; if it’s too firm, loosen with a splash more cream.
Using a small spoon or a piping bag, carefully fill each drained pepper with the cod and cream mixture. Arrange the stuffed peppers seam-side down in a shallow baking dish, drizzle a little more extra-virgin olive oil over the top and, if you like, a tablespoon of extra cream.
Warm the filled peppers in a preheated oven at 180°C (350°F) for 8–12 minutes just to heat through and meld flavors. Alternatively, cover and warm gently on the stovetop for 5–7 minutes.
Finish with a sprinkle of chopped Fresh parsley and an extra drizzle of extra-virgin olive oil before serving. Serve warm as an elegant tapa or starter.
