Preheat the oven to 450ºF.

Heat a large oven-safe pan over heat medium high heat and when hot, add the oil. When the oil is shimmering, add the onions and cook stirring frequently for about 5 minutes. Then add the bell pepper and cook the mixture until the peppers soften, another 5-10 minutes or so. Add the garlic and cook until fragrant, about 1 minute. Add the pepper flakes, tomato paste, paprika, oregano, saffron, bay leaf, and salt and pepper. Cook for one minute then add the wine to deglaze the pan, if using (or else add the chicken stock now). Reduce the wine by half then add the stock. Reduce the liquid until the mixture is thick and little liquid remains. Add the cauliflower rice and stir to combine well. Taste and adjust seasoning with salt and pepper.

Add in the chopped chorizo and stir. Nestle the shrimp into the top of the paella and transfer the whole pan into the oven and bake for 10 minutes, or until the shrimp are just cooked through. Sprinkle with parsley and lemon zest and serve.