In a bowl, combine chicken, sweet paprika, and salt and pepper to taste. Rub onto the chicken and marinate in the refrigerator for about 30 minutes.
In a paella pan or wide skillet over medium heat, heat olive oil. Add chorizo de bilbao and cook for about 2 to 3 minutes or until lightly browned. Remove from pan and set aside.
In the pan, add chicken pieces and cook, turning as needed, until lightly browned. Remove from pan and set aside.
Add more olive to the pan, if needed. Add onions and garlic and cook, stirring regularly, for about 2 to 3 minutes or until softened.
Add tomato sauce and cook until slightly reduced.
Add rice and stir quickly to fully coat with sauce.
Add water and bring to a boil.
Add chicken, chorizo de Bilbao, and saffron. Add shrimps and mussels, tucking into the rice.
Cover pan, lower heat and simmer, without stirring, for about 15 to 20 minutes or until rice is fluffy and cooked through.
Increase heat to high and cook for an additional 1 to 2 minutes or until a toasted rice crust (socarrat) forms at the bottom. Serve hot.