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Heat oven to 180C/160C fan/gas 4. To make the paella, put the olive oil, chorizo, shallots and garlic in a large pan and fry for 7-8 mins until the chorizo releases its oil and the shallots have softened. Add the paprika and cook, stirring, for 5 mins, then add the rice, mix well and cook for a few mins more.
Pour in 600ml of the stock, season and mix well to combine. Cover and put in the oven for 15 mins. Uncover, give everything a good stir, then return to the oven for 10 mins. When almost cooked, remove from the oven and spread onto a tray to cool. Chill and reserve for later. You can make this a day ahead.
To make the saffron oil, whisk the olive oil and lemon juice together in a small saucepan. Add the saffron and heat gently for 5 mins, then remove from the heat and leave to infuse and cool. You can make this a day ahead.
Heat oven to 200C/180C fan/gas 6. For the cod, put the olive oil and butter in an ovenproof frying pan over a high heat, but don’t let it burn. Season the cod with sea salt and black pepper, then cook, skin-side down, in the hot pan, for 4 mins, then carefully turn the fish over and put the pan in the oven for a further 3 mins, finishing with a little more sea salt and a squeeze of lemon juice.
Meanwhile, put the paella back in the pan, stir in the remaining fish stock and cook for 2 mins until completely heated through. Stir through a knob of butter,the prawns and shelled mussels. Taste, season with lemon juice, salt and pepper if necessary, and finish with the chopped parsley. Serve with the roast cod, mussels in their shells and steamed purple broccoli or a green vegetable, if you like. Finally, drizzle everything with the saffron dressing.