Place the flour, paprika and salt in a bowl. Heat the oil until it is beginning to smoke then add all at once to the flour mix. Stir with a spoon and add the water. Sprinkle a work surface with flour and knead the dough until smooth. Form into a ball and leave to cool covered with a damp cloth.
Cook pork loin and sausage in olive oil, adding Serrano ham at end. Remove pork from pan and in the same oil, fry the onion and peppers just until soft. Add the tomato sauce and saffron, then add the pork mixture. Pour in the wine and cook the mixture until the meat is tender.
Cut the pastry dough into two pieces. Place one half on the floured work surface and roll out until 1/4 inch thick. Lay dough in greased and floured 9 1/2 inch pie tin; pastry should overlap the edges. Fill with pork and vegetable mixture. Roll out the other half of the dough and cover the pie. Moisten dough edges, then press together and crimp. Decorate pie with strips of pastry made from what is left over and brush with beaten egg. Prick the surface to allow steam to escape and bake at 350 degrees F for 40 minutes.
Often the filling for these pies, which can also be made with raw sardines with the bones and heads removed, de-salted cod with raisins or chicken, is made with plenty of oil. Any extra oil is then drained off and mixed into the pastry dough.