Lay the cod fillets on a baking tray or large plates. Sprinkle with coarse sea salt and place in the fridge for about 3 hours - the salt will soak up moisture from the fish during this time.
After 3 hours, rinse the fish under cold water for about five minutes then set aside.
Peel the potatoes and cut in to small cubes. Place in pan of salted water, bring to the boil and cook for 10 minutes.
Place the milk in a pan and add the garlic, thyme and the bay leaf. Bring to the boil.
Add the cod fillets to the boiling milk. Cover the pan and remove from the heat. Set aside for at least 10 minutes.
Remove the cod from the milk and remove the skin.
Drain the potatoes. Add the cod to the potatoes, add a little cream and whisk. Season with chilli pepper and a little olive oil.
Preheat an oven to 180 degrees Celsius.
Stuff the pimentos del piquillo with the mixture of potatoes and fish.
Cook in the oven for 10 minutes at 180'C.
Serve the pimentos with crisp salad leaves.
«You can make your own pimentos by peeling small peppers and marinating in olive oil for at least one hour.»