Place mussels in a large pot over high heat,cover with a tight-fitting lid. After about 3-5 minutes,the mussels will start to open. Check and remove the open mussels with tongs and place into a bowl. Continue to check and remove mussels until they are all open. Reserve the remaining mussel juice and strain through a fine sieve to remove grit.
When cool,take the mussels out of their shells.
Heat the olive oil in a large heavy-based saucepan over medium heat,add the chorizo and fry until golden brown.
Add onion,garlic and sea salt to the pan and cook until the onion starts to soften. Add fennel,paprika and chilli and continue cooking until the fennel softens.
Add sherry and simmer until the liquid has reduced by half. Add tomato paste,stir well and simmer for 5 minutes,then pour in tomato,stock and the reserved mussel juice. Bring to the boil,then reduce heat and simmer for 5 minutes.
Fold the mussels back into the soup and heat through,add the butter,lemon juice,a good grind of pepper and the parsley. Divide between 4 soup bowls and serve.