For this era and location my best guess is that the library of the Church of Jesus Christ of Latter Day Saints (LDS) might have some information for you. Their website is free and is located at http://www.familysearch.org.

I just did a very quick Google search on ["Romero family" Castuera Spain] and here is one thing I found which shows that other people are working on this same person:

“Desire ROMERO B:23 Dec 1860 In St. Martinville, La. is the son of Desire ROMERO and Marie Celina LANDRY – Desire B: 4 Apr 1831, St. Martinville. D:prior to 4 Sep 1865 because his Succ: was on 4 Sep 1865, St. Martinville, La. I don’t have any further information on Marie Celina Landry. Desire’s parents are Joseph Michel ROMERO and Marie Adelaide VIATOR. Joseph was B:11 May 1806, St. Martinville, La. Married: 13 Aug 1827, in St. Martinville, His Succ: 27 Dec 1867 in St. Martinville, La. Marie was B:27 Jan 1810, St. Martinville, La. She is the d/o Ignace VIATOR and Julie ROMERO.
Joseph is the s/o Antoine ROMERO and Marie Therese Basilia SEGURA. Antoine was B: abt. 1772 of Spain, Baptized 1777, M.abt 1803 and Died 15 Sep 1852, New Iberia, La. Marie T.B. SEGURA was B:Nov 1781, St. Martinville, La., D:11 Aug 1870, New Iberia, La. She was the d/o Francois SEGURA and Marie DePrados of Malaga, Spain. Antoine Romero is the s/o Miguel Romero and Marie de Grano.Miguel, also known as Michel B:abt 1738, Castuera, Spain, M: Abt 1765, D:Abt 1792, New Iberia, La. Marie de Grano B:abt 1739, Malaga, Spain, D: 23 Oct 1814, St. Martinville, La. I don’t have any further generations. This is were I am stuck.”

Now as for what this website at http://www.GenealogyDNA.com is about we would suggest that you join a DNA surname group and collect data on other known ROMEROs that you know descend from the same person. That way collectively you all might be able to join forces and track down your subject ancestor. It could take years, but now is the time to start. Get a Y-DNA genealogy test to start with.

Now I have never done much European genealogy research and not any in spain, but my first thought is that it would seem likely that this family originated in Italy, but that is just a hunch and does not mean much. Church records in spain might help. Perhaps some of those are available on microfilm from an LDS Family History Center.

Good luck.