In a large skillet over medium-high heat, warm the oil. Add the broccoli and onion, then cook, stirring often, until the vegetables start to brown, about 4 minutes. Cover and cook for another 4 minutes.
Remove the skillet from the heat and add the paprika, cumin, and cream. Return it to low heat and cook until the sauce is warm and the broccoli is coated, about 4 minutes. Add salt and pepper to taste.