Heat the oil in a large frying pan. Add the onion and soften for 5 mins. Stir in the paprika, thyme and rice, stir for 1 min, then splash in the Sherry or wine, if using. Once it has evaporated, stir in the tomatoes and stock. Season and cook, uncovered, for about 15 mins, stirring now and again until rice is almost tender and still surrounded with some liquid.
Stir the frozen seafood into the pan and cover with a lid. Simmer for 5 mins, or until the seafood is cooked through and the rice is tender. Squeeze over the lemon juice, scatter with parsley and serve with extra lemon wedges.