Heat olive oil in a large paella pan or frying pan on medium. Add chicken and cook for 20 minutes, until well browned. Transfer to a plate. Add chorizo and cook for 2 minutes. Transfer to a separate plate. Add shrimp and cook for 2 to 3 minutes, until shells are opaque. Transfer to the plate of chorizo and set aside.

In the same pan, add onions and cook on medium-low heat for 10 minutes, or until translucent. Add peppers, stir, and cook for another 10 minutes. Add garlic, zucchini, and snow peas and cook for another 10 minutes. Add paprika, salt, and saffron, and then stir in rice.

Return chicken thighs to the pan, add 1 cup stock (enough to cover), and bring to a boil on medium-high heat. Gradually add remainder of stock, 1/2 cup at a time, and simmer for 10 minutes. Add snap peas, mussels, and clams, cooking for 5 minutes, or until clam and mussel shells have opened. Leave the pan of rice undisturbed (to release the gluten in the rice, which gives the paella a nice starchy finish). Discard any clams or mussels that have not opened.

Return chorizo and shrimp to the pan and cook for another 5 minutes. You want to build a light crust, known as socorat, at the bottom of the pan, which is the prized part of the paella. Turn off the heat and let the paella rest, covered, for 5 to 8 minutes before eating. Scatter basil leaves over the paella and serve with a lemon wedge, if using.