For the Sofrito:
Preheat an oven to 400F. Place the tomatoes cut side down on an oiled baking sheet and roast for 30 minutes. Remove from the oven and cool. Remove the skin and discard. Mince the tomato.
Warm the olive oil in a frying pan over medium high heat. Add the onions and cook, stirring occasionally, until light golden and caramelized. Add the tomatoes and garlic and cook, stirring occasionally, until the mixture is a paste, about 3 to 5 minutes. Set aside.
For the Paella:
Heat the stock, 1 ½ teaspoon salt, saffron and the halved onion over high heat. When it comes to a boil, reduce the heat, cover and simmer 10 minutes. Remove the onion with a slotted spoon and discard. Turn off the heat, cover and keep warm.
In a paella pan with about a 9” base, heat the olive oil over medium high heat until rippling. Add the chicken pieces and chorizo, season with salt and cook, turning occasionally, until golden on all sides, 5 to 6 minutes. Reduce the heat to medium low and make a well in the center of the chicken and fry the sofrito, sweet and smoked pimenton and parsley and cook, stirring occasionally, for 3 minutes. Add the rice to the pan and stir for 1 minute to coat the rice with the oil.
Bring the chicken stock to a boil again and add it to the paella pan along with the shell beans and simmer briskly over high heat, stirring occasionally for 8 minutes. The paella should be boiling very hard. Reduce the heat to medium, add the asparagus and continue to simmer until the asparagus is tender and most of the liquid has evaporated, about 6 to 8 minutes. Turn off the heat.
Place a piece of parchment over the paella. Let it sit off the heat for 5 minutes before serving.
To serve, garnish with lemon wedges.