Well, you and your wife are in an interesting place.
Congratulations to both of you on being married so long! The previously issued residence documents are also helpful.
First off, I think it is worth reading Directive 2004/38/EC.
http://eumovement.wordpress.com/directive-200438ec/
I would also read carefully the UK implementing legislation
http://eumovement.wordpress.com/info-united-kingdom/
specifically PART 2 -- EEA RIGHTS
Right of admission to the United Kingdom
(this is on page 9 of The Immigration (European Economic Area) Regulations 2006)
My reading of page 9 is that they can not refuse her entry as long as you can prove that you are married and entitled to enter. That does not mean that they have to be quick or nice – I would assume you have to spend the whole day there, and make sure you arrive on an early flight.
Questions:
Can you afford (in time and money), the worst case that your wife is denied entry and flown back to Madrid to apply for the EEA family permit?
Does she need to start work the next day too?
Does she need to be able to fly into an out of the UK on her own while you apply for a Residence Card?
I am not sure if the family permit is a requirement for a UK Residence Card. Good question!