In a large high-sided saute pan with a lid, heat the olive oil over medium-high heat. Add the chorizo, cooking until it has let off some of its fat and the oil is colored by its spices, 3 to 5 minutes.
Add the fennel and onions and cook until softened and fragrant, about 4 minutes. Next, add the garlic, pimenton and crushed red pepper and cook for 1 additional minute. Add the clam juice and white wine and bring the mixture to a boil. Add the clams into the broth. Cover and cook until the clams open up, 5 to 6 minutes. Discard any clams that don't open up.
After the clams have opened, add the parsley, butter, lemon zest and juice. Plate the clams with plenty of the liquid and serve with a piece of crusty bread to sop up all the delicious broth!