Thaw cauliflower rice, drain well.
In a small bowl, add saffron threads to the warmed chicken broth, allow to sit for 10 minutes.
As the saffron is blooming:
In a large pot over medium heat, brown the chorizo sausage in the olive oil. Add chicken, continue cooking until chicken is browned on all sides.
Add red pepper, onion, and garlic, and tomatoes. Continue cooking until vegetables are tender.
Add white wine (if using), simmer for a few minutes.
Add saffron chicken broth, bay leaf, smoked paprika, and a good pinch of salt. Bring to a simmer.
Add drained cauliflower rice. Turn heat up to high, bring it back to a simmer, and allow to cook until the rice is tender and the mixture has thickened up a bit.
Add shrimp and mussels, if using, stir to combine. Continue cooking for another 3-5 minutes or so, until the shrimp is cooked through.
Remove and discard the bay leaf. Add chopped parsley to the pot, stir well.
Season with more salt, pepper, and/or spice, to taste. Serve hot, with lemon slices.