- Place chicken stock and saffron in a medium saucepan and set over high heat. Bring to a boil then reduce heat and allow to gently simmer.
- Cut capsicum into quarters, remove seeds and place on a baking tray. Place under a grill and grill until skin is blackened, about 10 minutes. Remove from grill and place capsicums into a paper bag, seal and allow to steam for 5-10 minutes. Remove and discard skins and slice capsicum thinly. Set aside.
- Place 1 tablespoon olive oil, onion, celery, carrot, chorizo and prawn heads into a large saute pan. Set over high heat and sauté until vegetables are softened and the chorizo is crispy, about 15 minutes. Remove and discard prawn heads.
- Add rice to pan and sauté for a few minutes until all the rice is coated.
- Slowly add ¾ of the hot stock to saucepan, while stirring through. Season, place lid on, reduce heat and let simmer until stock has been mostly absorbed, about 15 minutes.
- Add remaining stock to saucepan without stirring and cook, uncovered, until the rice forms a crust on the base of the pan, about another 5 minutes.
- Place prawns, remaining 1 tablespoon oil, garlic, smoked paprika and salt in a small bowl and stir until combined. Place prawns into pan on top of rice. Cover pan and continue to cook until prawns are just cooked, about 4-5 minutes.
- Place roasted capsicum around prawns. Sprinkle with parsley and lemon zest and serve.