How to Make It
Light a grill. In a medium saucepan, cover the chicken stock and bring to a simmer on the grill. Set aside, covered.
Set a paella pan or a very large skillet over the hot fire and add the olive oil. Add the chicken thighs and season with salt and pepper. Add the chorizo and cook until the chicken and sausage are lightly browned on both sides, about 6 minutes; transfer to a plate. Add the onions, peppers and garlic to the pan and cook, stirring occasionally, until all the vegetables are softened, about 6 minutes.
Add the rice to the pan and cook, stirring, until golden, about 3 minutes. Stir in the warm stock, crumble in the saffron and add a large pinch of salt. Add the chicken thighs and chorizo. Cover the grill and cook until the stock has reduced to 2 cups, about 12 minutes. Nestle the lobster pieces in the rice, cover the grill and cook for 3 minutes. Arrange the shrimp, clams and mussels in the rice, cover the grill and simmer until the chicken, shrimp and lobster are cooked through and the clams and mussels are open, about 10 minutes longer. Discard any shellfish that don't open. Spoon the paella into shallow bowls and serve piping hot with lemon wedges.
You can ask your fishmonger to cut up the lobster for you.