IT HAD BEEN A COLD DAY IN BILBAO AND WE HAD DONE OUR BEST TO KEEP WARM BY WALKING THROUGH THE MARKETS. THE RIVERSIDE MARKET IS A MULTI-FLOORED AFFAIR AND REMINDED ME OF A SHOPPING CENTRE THAT ONLY SELLS FOOD. FOR ME THIS WAS HEAVEN. I WAS STRUCK BY THE QUALITY OF BOTH THE FISH — PARTICULARLY THE SHELLFISH AND SCAMPI, A TYPE OF VERY SMALL LOBSTER — AND THE CURED HAMS, WITH A FEW BAYONNE HAMS FROM OVER THE FRENCH BORDER. IMAGINE MY JOY WHEN WE FOUND A BAR THAT HAD SCAMPI TAILS THAT HAD BEEN WRAPPED IN HAM AND COOKED SLOWLY IN OIL. THEY WERE SERVED STILL WARM WITH A NICE LITTLE GUERNICA PEPPER AND A SLICE OF PRESERVED WHITE ASPARAGUS. ALTHOUGH YOU MIGHT NOT FIND GUERNICA PEPPERS, GUINDILLAS ARE NOW MORE WIDELY AVAILABLE. AND IF YOU CAN’T FIND SCAMPI USE LARGE PRAWN (SHRIMP) TAILS. I’VE ALSO USED PALM HEARTS, AVAILABLE FROM SPECIALITY FOOD SHOPS, BUT IF YOU CAN’T GET THEM JUST USE ASPARAGUS.