- Heat large sauté pan until smoking hot. Very carefully add 3 tablespoons olive oil.
- Add red onion and crushed garlic, stirring constantly until slightly charred, about two minutes.
- Add bell peppers and Serrano chile and continue to cook over high heat, 3 minutes.
- Add chopped roma tomatoes and allow to cook for 7 minutes or until all liquid has evaporated. Season generously with salt and pepper.
- Once tomatoes have cooked down, add white wine and sherry and reduce by half.
- Add heavy cream and saffron and bring to boil. Once boiling, turn off heat and add torn cilantro.
- Allow mixture to cool. Once cool, transfer to blender and emulsify.
- In large pot, heat stock to boiling and reduce to simmer. Slowly add sofrito, whisking constantly. Allow to simmer while preparing rest of paella.
- Heat large sauté pan over medium heat. Add olive oil to pan and sauté shallots.
- Once shallots are translucent, add rice and chorizo to pan, stirring constantly (similar to beginning stage of risotto).
- Gradually add stock, ladle by ladle, stirring constantly until all liquid is absorbed and rice is tender.
- Turn off heat and add roasted peppers, cherry tomatoes, asparagus, and snow peas. Season with salt and pepper.
- Season prawns with salt and pepper and grill or sauté in separate pan until just pink.
- Transfer paella to a large serving dish and top with grilled shrimp.