Preheat a pot or pan over medium heat. Add the oil, onion, bay leaf, oregano, paprika and cayenne pepper. Cook over medium heat until the onion is translucent and smells sweet.
Add the garlic and cook it while stirring constantly for one minute. Add the vinegar and let it boil and evaporate almost completely.
Add the tomatoes and their juice and stir it in. Let it reduce in half. Add salt and pepper.
Remove the bay leaf and blend the sauce and adjust the salt level.