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Heat oven to 375°
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Heat a wide flat bottomed pan, add oil
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Add sausages whole and cook until done. Remove from pan and reserve in a bowl, keeping any juices that accumulate in the bowl.
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Add chicken thighs, in batches if necessary, and brown on all sides. Add to bowl with sausage.
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Add onion, tomato and garlic to pan and sauté until just soft. Reserve in a separate bowl
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Remove pan from heat
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Add a bit more oil if the pan seems very dry and coat all sides of the pan
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Place rice in pan and season with salt
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Cut sausages into generous chunks and nestle into the rice, spacing them out evenly
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Add chicken pieces to pan, nestling them into the rice between the sausages
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Cut zucchini and peppers into large pieces and place evenly over meat in pan
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Spread sautéed onion and tomato mixture over vegetables in pan
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In a separate pan, bring chicken broth, paprika and saffron to a boil. Pour evenly over your rice, meat and vegetable mixture
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Seal pan well with aluminum foil and place into oven
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Bake for 30 minutes.
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Season shrimp with a little sea salt and a pinch of saffron. Add shrimp and mussels for approximately the last 10 minutes. Reseal pan and put back into oven until rice is finished and seafood is cooked through.