Make the fish stock. Combine the fish (or heads and bones), peppers, shrimp, garlic, water, salt, and pepper to taste in a soup pot and bring to a boil. Reduce the heat, cover partially and simmer very gently for 30 minutes. Strain through a cheesecloth-lined strainer. Set aside 1.75 liters. Reduce the remaining stock to 375 ml.
Make the caldero. Cut 8 double pieces of aluminum foil and oil the foil with olive oil. Season the fish fillets generously with the salt, pepper, and paprika. Place 3 pieces of fish on a foil sauare and drizzle on 10 ml. of oil. Sprinkle with chopped parsley and about 2 ml. of minced garlic. Fold up the edges of the foil and seal tightly to make a packet. Repeat with with remaining fish. Place the packets on a baking sheet. Set aside.
Preheat the oven to 220°C.
Heat 30 ml. of the oil in a large, heavy saucepan or casserole over medium heat, add a tablespoon of the garlic and half of the ground ñoras. Stir together for a minute, and remove the pan from the heat. Scrape into the cup of reduced fish stock that you set aside earlier.
Heat the remaining oil in a large, heavy saucepan or casserole over medium heat, and add the remaining garlic. Cook, stirring, for about 30 seconds, until fragrant. Stir in the tomatoes and cook, stirring often, until the tomatoes have cooked down and the mixture is very fragrant, about 8 minutes. Add the rice and stir together, then add the remaining ground ñoras. Stir together and add the 1.75 liters fish stock and the saffron. Season generously. Bring to a boil and cook for 10 minutes, stirring the bottom of the pot from time to time to make sure the rice doesn’t stick, then reduce the heat to medium low and continue to simmer until the rice is cooked al dente and the mixture is creamy like risotto, about 15 minutes. Stir occasionally.
Roast the fish in the packets while the rice cooks. Place the baking sheet with the fish papillotes in the preheated oven and bake for 10 minutes, or until the fish is just tender. Keep hot in the foil packets.
Divide the rice among soup plates, dinner plates, or bowls. Open the foil packets one by one cutting across the top with scissors, and tip the liquid in the packet over the rice. Place the fish fillets on top of the rice. Heat the stock that you set aside and divide among 8 small glasses or pitchers. Serve a glass or pitcher with each portion for guests to pour over their fish and rice.