Heat oil in a large,heavy casserole pot over medium heat and fry chorizo slices until golden. Remove,put to one side,then reduce heat to low.
Add onion,garlic and salt. Cook for 5-8 minutes. Add fennel and good-quality paprika (the La Chinata brand is perfect) and continue to cook for another five minutes.
Add sherry,cook for 2 minutes,until slightly reduced. Add tomato paste,stir well and cook for 1 minute,then add tinned tomatoes and cook for another 2 minutes.
Pour in chicken stock and bring to a boil,then simmer gently for 20 minutes.
Place mussels in sauce,stir through and cover with a lid. Continue to cook,shaking occasionally,until mussels are ready,about 3-4 minutes.
Remove from heat and stir through parsley,lemon juice and pepper.
Serve in the pot at the table with grilled garlic sourdough slices (see recipe introduction,at top).