Wearing rubber gloves, pull the heads off the spot prawns. Put the spot prawn heads in a saucepan, add 2 cups of water, bring to a boil, cover and simmer for 15 minutes. Strain, reserving the broth and discarding the heads. Add the saffron to the broth.

Using a kitchen scissors, make a lengthwise slit along the back of each spot prawn to make them easier to peel and eat in the paella. Refrigerate the spot prawns until needed.

Warm the olive oil over medium heat in a paella pan or large fry pan. Add the chorizo and cook through.

Add the onion and pepper and cook for five minutes, stirring from time to time.

Add the tomatoes, garlic, rice and oregano and cook and stir for another few minutes.

Mix in the spot prawn/saffron broth, bring to a boil, cover, reduce the heat to low and cook for ten minutes.

Uncover and nest the prawns and olives into the rice. Add a little more water if it's looking dry. Cover and cook ten minutes more.

Sprinkle the peas among the prawns and olives, cover and cook for another four minutes or until the peas are bright green and tender.

Garnish with lemon slices.