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Peel and de-vein the prawns, reserving the heads and shells. Return the prawns to the fridge.
To make the stock, heat the oil in a large pan over a medium-high heat and add the onion, tomatoes, garlic, and reserved prawn shells and heads. Cook for 3-4 mins, then pour in 2 litres of water and add the stock cube and star anise. Bring to a boil, then simmer for 30 mins. Leave to cool slightly, then whizz in batches in a blender or food processor. Strain through a fine sieve.
Heat the oil in a large paella pan or an extra-large frying pan. Brown the monkfish for a few mins each side, then remove and set aside. Add the onion and fry for 4-5 mins until softened.
Stir in the rice and cook for 30 secs to toast. Add the garlic, paprika, cayenne (if using) and saffron, cook for another 30 secs, then stir in the tomatoes and 1.5 litres of the fish stock. Bring to the boil, then turn down to a simmer and cook, stirring, for about 10 mins (the rice should still be al dente). Return the monkfish to the pan with the prawns, mussels, peas and broad beans.
Cover the pan with a large baking tray, or foil, and cook on a low heat for another 10-15 mins until the mussels are open and the prawns are cooked through. Scatter over the parsley before serving.