Blanch and skin the tomatoes and roughly cut them up. Heat the olive oil in a saucepan, add the shallots and gently soften for a minute without colouring. Add the tomatoes and stir in the tomato purée, followed by the garlic and the sherry vinegar. Bring to the boil and then simmer over a very low heat for 10 minutes. Season to taste.
When cooked, allow the vinaigrette to cool and then pass it through a sieve. Do not force it through; all you want is the resulting liquid.