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1
Use a mixer, fitted with the whisk attachment, and combine egg yolks, garlic, saffron, and a pinch of salt; whisk at high speed, while adding oil, drop by drop (this is important because otherwise mixture will not thicken properly).
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2
As the aioli begins to thicken you can increase the oil to a thin stream; adjust seasonings with a squeeze of lemon juice and/or more salt, if needed.
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3
In a paella pan with lid or large deep-sided skillet, heat olive oil over medium heat; add onion and saute until softened and golden, about 15 minutes.
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4
Meanwhile, coarsely grate the tomatoes, cut side, until only the skins remain and discard skins; you should have about 2 cups of tomatoes.
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5
Stir the tomatoes, peppers, and bay leaves into the onions; season with paprika.
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6
Simmer, stirring occasionally, until most of the liquid evaporates, about 15 minutes.
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7
Add the stock, bring to a boil, then stir in the rice; reduce heat to medium and simmer 10 minutes, stirring to prevent the rice from sticking.
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8
Stir in the peas, squid, mussels or clams, and shrimp; turn heat to low and simmer until nearly all the liquid has evaporated, about 10 minutes.
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9
Cover with lid, remove from heat, and let rest 5 to 10 minutes; sprinkle with parsley and let cool.
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10
Serve with saffron aioli and lemon wedges.