Found this on Oprah.com. Mario was talking about a PBS show he did where he drove through Spain (with Gwyneth Paltrow). This is a recipe he cooked on the show. What Mario says:
"It's difficult to duplicate the experience of cooking paella with Manuelo outdoors in Valencia over burning embers of wood from orange trees, but you could do it on a grill on high heat. Most important, buy a proper pan (available at www.latienda.com), cook it a little longer than you think, and don't stir! If you are cooking it indoors on the stove, be generous with the supersmoky pimentón since it will provide the requisite almost-but-not-quite-burned flavor.
Remember, paella is a blank canvas. You can add any fish, meat or vegetables into your paella according to your preferences. Add meats like sausage, chicken and chorizo; fish like prawns, calamari, clams, mussels and scampi; and vegetables like peppers, onions, carrots, peas, celery and zucchini."