Sprinkle the chicken liberally with salt and pepper. Combine the flour and paprika in a large bowl, and then toss the chicken in the mixture to coat, shaking off the excess.
Heat 3 tablespoons EVOO in a Dutch oven over medium-high heat. Brown the chicken, then remove to a large plate and add the remaining 1 tablespoon EVOO to the pot. Add the chorizo and cook until browned; remove with the slotted spoon and add to the plate with the chicken. Add the potatoes, thyme, garlic, celery, bay leaf, chile peppers and onions to the pot, partially cover and cook until softened, 7 to 8 minutes, stirring occasionally. Deglaze with the sherry, stirring and scraping up any browned bits from the bottom of the pot with a wooden spoon. Stir in the stock, lemon and orange zests and tomatoes. Slide the chorizo and chicken back into the pot and simmer until the chicken is cooked through, about 10 minutes.
Ladle the stew into shallow bowls. Sprinkle with the parsley and serve with the rolls for mopping up the sauce.
The stew can be covered and refrigerated for a make-ahead meal. Reheat over medium heat.