How to Make It
In a large saucepan, combine the wine, celery, onion and carrot and bring to a boil. Add the clams, cover and steam over high heat until the clams open, 5 to 7 minutes; transfer the clams to a baking sheet to cool. Strain the liquid and reserve for another use.
Working over a bowl to catch the juices, remove and discard the top shells of the clams. Arrange the clams on a baking sheet. Strain the clam juice through a cheesecloth-lined sieve and reserve 3 tablespoons.
Preheat the oven to 350°. Pulse the bread in a food processor until coarse bread crumbs form. Spread the bread crumbs on a baking sheet and toast until lightly golden and crisp, about 5 minutes. Transfer the bread crumbs to a medium bowl.
Increase the oven temperature to 500°. In a large nonstick skillet, cook the bacon, stirring occasionally, until golden and crisp, 5 to 6 minutes. Using a slotted spoon, transfer the bacon to a paper towel-lined plate to drain. Pour off the bacon fat from the skillet and add the olive oil, onion, red pepper, celery, garlic and thyme; cook over moderate heat, stirring occasionally, until softened, 7 to 8 minutes. Add the paprika and bacon and cook until fragrant, about 1 minute. Stir in the reserved 3 tablespoons of clam juice and cook until absorbed, about 2 minutes. Add the vegetable mixture to the bread crumbs and mix well; stir in the lemon juice, butter and parsley.
Top each clam with a heaping tablespoon of the stuffing, gently pressing to help it adhere. Bake the clams until they are golden and crisp on top, about 10 minutes.