1 pound large shrimp, peeled and deveined with tails on
2 Anaheim peppers, sliced into large pieces
1 red onion, diced
1 small head garlic, chopped
1 teaspoon kosher salt, plus more to taste
2 tablespoons dried oregano
2 tablespoons smoked sweet paprika
1 teaspoon saffron threads
3 cups bomba or arborio rice
1/4 cup ketchup, such as Montana Mex
3 quarts low-sodium chicken broth
1 lemon, zested and juiced, plus lemon wedges to serve
1/2 cup Italian parsley leaves
1/2 teaspoon flake salt
Heat a large paella pan (or any large flat pan) over medium-high heat. Add the oil and heat for 30 seconds. To the hot oil, add the merguez and shrimp. Cook, stirring often, until the sausage begins to brown and the shrimp have a touch of golden brown, about 4 minutes. Remove the shrimp to a plate and set aside.
Stir the Anaheim peppers, red onion, and garlic into the merguez. Season with the kosher salt and cook, stirring often, until the vegetables are aromatic and begin to soften, about 3 minutes. Add the oregano, smoked paprika, and saffron and stir to toast the spices. Stir in the rice and cook, stirring constantly to lightly toast the rice and marry the flavors, about 2 minutes. Stir in the ketchup and cook until aromatic, 1 to 2 minutes more. Add 1 quart of the broth and stir to combine. Cook, stirring in more of the remaining broth as needed to meet the level of the rice, until the rice is al dente and has absorbed all the liquid, 30 to 45 minutes. With the final addition of broth (you may have broth left over), stir in the reserved shrimp. This time, cook, undisturbed, until the broth is completely reduced and the bottom layer of rice begins to crisp. When the bottom is golden brown, remove from the heat and finish with the lemon zest and juice and parsley leaves. Drizzle with more avocado oil and flake salt. Serve with lemon wedges.