Preheat barbecue to high. Place roasting pan on barbecue and add olive oil. Stir in sausage, onion and garlic paste. Cook until onion is lightly browned, 3 to 5 min. Mix in tomatoes, about 2/3 of the parsley, the bay leaves and paprika. Continue cooking until tomatoes thicken to a paste, 5 to 8 min.
Add rice and cook, stirring continually, 1 to 2 min. Pour in stock and wine and bring to a boil. Close barbecue lid and cook 5 min., then open lid and gently shake pan side to side (being careful not to splash hot liquid), do not stir. Close barbecue lid and continue cooking until most of liquid is absorbed by the rice, about 5 min.
Open lid and lower temperature to medium-high. Scrape any rice that is sticking to edges of pan. Using tongs, push shrimp into rice and then spread mussels overtop. Close barbecue lid and cook another 5 to 10 min., checking every few min. to make sure the mixture has not dried out (reduce heat if liquids cook off too quickly). Gently shake pan side to side (being careful not to splash hot liquid), or scrape edges, to loosen rice from sides. The dish is done when rice is tender, shrimp is cooked through and mussels are open. Remove bay leaves. Garnish with remaining parsley and lemon wedges to serve.
Parboiled rice is the key ingredient to this twist on Spanish paella – instant cooks too quickly and long grain not fast enough.