Warm the stock in a sauce pan, add the saffron and set aside. While the stock is warming up, in a small skillet, season the mushrooms with salt and pepper and cook with a tablespoon of olive oil over medium heat until they're golden. Set aside.
Using a paella pan, heat two to three tablespoons of olive oil over medium heat. Add the fennel and garlic, season with salt and pepper and cook for about two to three minutes until the garlic is fragrant. Add the tomatoes and paprika, turn up the heat a little, and cook for about four minutes or until the tomatoes have dissolved and their juice evaporated from the pan.
Add the rice to the tomato mixture and cook over medium heat for two minutes to allow the rice to toast a little and absorb some of the flavor from the sofrito.
Add three cups of the stock, turn up the heat and bring to a boil. Allow to boil for a minute or two then arrange the squash, beets and artichokes on top of the rice. Lower the heat to simmer, cover the paella pan with a lid or aluminum foil and let simmer for 10 minutes. After 10 minutes, check the paella. The rice should have absorbed a lot of the liquid but there should be some left behind. Most likely, you don't need the last 1/4 cup of stock but if it's too dry, add it along with the frozen peas. Cover again and cook for another five minutes. After five to six minutes the rice should be cooked and you should have heard some crackling from the pan indicating that a socarrat was forming. Once the rice is cooked sprinkle the shiitake bacon on top, garnish with lemon wedges and the fennel fronds and serve.
Squash and Beets: I didn't want to crowd the top of the paella so I only used 1/2 the spiralized portions of each. I sautéed the remainder separately and served alongside the paella.
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