Heat oven to 450 degree F. Warm broth or water in a saucepan. Put tomatoes in a medium-size bowl, sprinkle with 1/4 teaspoon each of the salt and pepper, and drizzle with 1 tablespoon of the olive oil. Toss gently to coat.
Put remaining 3 tablespoons oil in a large 10- or 12-inch ovenproof skillet on medium-high heat. Add onions and garlic, sprinkle with remaining 1/4 teaspoon salt and 1/8 teaspoon pepper and cook, stirring occasionally, until vegetables soften, 3 to 5 minutes. Stir in tomato paste, saffron and paprika, and cook 1 minute more. Add rice and cook, stirring occasionally, until its shiny, another minute or two. Remove from heat and carefully add warm stock. Stir in shrimp.
Put tomatoes on top of rice and drizzle with juices that accumulated in the bowl. Transfer pan to a 450 degree F oven and bake, undisturbed, for 15 minutes. Check to see if the rice is dry and just tender. If not, return pan to oven for another 5 minutes. If rice looks too dry at this point, but still isn't quite done, add a small amount of broth or water. When rice is ready, turn off oven and let it sit in the oven for 5 to 15 minutes.
Remove pan from oven and sprinkle with parsley. If you like, put the pan over high heat for a few minutes to develop a bit of a bottom crust, or just serve. Makes 4 to 6 servings.