Add saffron to a small bowl and pour in about 3 tablespoons of the warm chicken broth. Allow to steep until ready to use.
Heat a 16-inch paella pan over medium heat. Add olive oil to coat. Add andouille sausage and sear until golden brown on all sides, then remove from the pan and set aside. Add the chicken and sprinkle with salt. Sear on all sides until golden brown (chicken doesn't need to be cooked through; it will continue to cook later). Remove chicken and set aside. Add the onions to the pan and cook until translucent, about 4 minutes. Add the garlic and pimenton and cook until just translucent and soft, about 2 minutes. Add the bell peppers and saute until they begin to soften, a few minutes. Add the saffron broth and stir to combine. Add the rice and stir to combine. Add the tomatoes and white wine, then bring to a boil. Add the remaining hot broth and bring to a simmer. Reduce heat to low and allow rice to cook and liquid to be absorbed, about 20 minutes.
Stir in the peas, chicken and sausage. Sprinkle with salt. At this point it is important to stop stirring and allow the bottom to crisp up. That's the best part! Arrange the shrimp and mussels on top and cook; turn shrimp after 7 minutes. Continue to cook until shrimp have turned pink and mussels have opened, about 3 minutes more. Remove paella from the stove and garnish with parsley and lemon wedges. Serve out of the paella pan and share with friends!