In a 13" paella pan, heat the extra virgin olive oil over medium high heat. Add the Piquillo peppers, onion and bell peppers. Reduce heat to medium low and cook for 10 minutes or until the vegetables are tender and the onion is translucent. Add the garlic, smoked paprika, saffron, zucchini and tomatoes and simmer for 10 minutes more.
Stir in the rice and warmed stock and bring to a boil. Lower heat to medium low and simmer for 10-15 minutes, until most of the stock is absorbed.
Cover with foil, put in 350 F oven for another 10 minutes, or until all the liquid is absorbed. To serve, decorate with lemon wedges and chopped parsley.