Heat the broth with the saffron, pimentón and the whole onion. Cover and simmer 15 minutes. Remove the onion and measure the broth -- you need exactly 5-1/2 cups.
Cut the chickens into small serving pieces -- the whole breast in 4 parts, each thigh into 2 parts, the bony tip of the leg chopped off, the wing tip discarded, and the rest of the wing separated into 2 parts. Dry the pieces well and sprinkle with salt.
In a metal Paella pan, with about a 15 inch base, heat the oil. Add the chicken pieces and fry over high heat until golden. Remove to a warm platter. Add the chorizo, and jamón to the pan and stir fry about 10 minutes. Add the chopped onion, scallions, garlic, and pimentos and saute until the onion is wilted. Add the shrimp and the lobster and saute about 3 minutes more, or until the shrimp and lobster barely turn pink (the lobster will cook more in the oven.) Remove the shrimp and lobster to the platter with the chicken. Add the rice to the pan and stir to coat it well with the oil. Sprinkle in the 5 tablespoons of chopped parsley and the crumbled bay leaves. (You can make in advance up to this point.)
Stir in the chicken broth, boiling hot, the wine, rice, and peas. Salt to taste. Bring to a boil and cook uncovered, stirring occasionally, over medium high heat about 10 minutes. Bury the shrimp and the chicken in the rice. Add the clams and the mussels, pushing them into the rice, with the edge that will open facing up. Decorate the paella with the lobster pieces, then bake at 325 F, uncovered, for 20 minutes.
Remove from the oven and let sit on top of the stove, lightly covered with foil, for about 10 minutes. To serve, decorate with lemon wedges and chopped parsley.
Lobster can be a little expensive, so replace it with a comparable amount of shrimp if you wish!