- Pre-heat the oven to around 200°C/392°F
- Combine the saffron with the ¼ cup of hot water, set aside.
- Toss the pumpkin pieces, eggplant, red peppers, yellow squash, zucchini, carrot, and asparagus in a large bowl with about 2 tablespoon of the olive oil and the garam masala seasoning until well coated. Arrange them on a roasting tray, spreading evenly and roast in the pre-heated oven for 15 minutes.
- Remove the vegetables from the oven, give the tray a shake and toss the pieces around. Scatter over the orange segments and return to the oven for 5 more minutes. Remove from the oven and set aside.
- In a large heavy based frying pan heat the remaining olive oil (about 2 tablespoons) over a medium heat, add the onion and fry for a few minutes until soft. Add the garlic and continue to cook for 1 minute.
- Add the tomatoes, paprika, salt, pepper, bay leaves and saffron mixture stirring over a medium heat until combined. Add the rice and toss to coat well.
- Add about half the stock shaking the pan occasionally to make sure the rice is evenly spread across the bottom. Cook the paella over a medium/high heat allowing the rice to absorb all the liquid and a crust to begin to form on the bottom.
- Add the remaining stock, roasted vegetables, mushrooms, green peas and orange but do not stir the paella and turning down the heat a little allow the rice to absorb the liquid, this should take around 10-15 minutes.
- Remove the paella from the heat and allow to sit covered for 10 minutes to allow the crust to crisp up.
- Serve the paella with wedges of orange and/or lemon.