It’s difficult to duplicate the experience of cooking paella outdoors in Valencia over burning embers of wood from orange trees, but you could do it on a grill on high heat. Most important, buy a proper pan, cook it a little longer than you think, and DON’T STIR! If you are cooking it indoors on the stove, be generous with the super-smoky pimentón since it will provide the requisite almost-but-not-quite-burned flavor.
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So simple yet so delicious!