Heat the wine and the onion in a saucepan over high heat. Add the mussels, cover, and gently shake the pan for 5 minutes. Remove from the heat, discard any unopened mussels, and drain, reserving the liquid.
Heat the olive oil in a very large, heavy-bottomed frying pan, add the onion, bacon, garlic, and bell pepper and cook for 5 minutes, or until softened. Add the crushed tomatoes, chorizo, and cayenne pepper. Season with salt and freshly ground black pepper.
Stir in the reserved liquid, then add the rice and saffron and stir again. Add the stock into the rice mixture. Bring to a boil, then reduce the heat to low and simmer, uncovered, for 15 minutes without stirring.
Put the peas, shrimp, squid, and fish on top of the rice. Push them into the rice, cover and cook over low heat for 10 minutes, turning over halfway through, until the rice is tender and the seafood is cooked through. Add the mussels for the last 5 minutes to heat through. If the rice is not quite cooked, add extra stock and cook for a few more minutes. Let rest for 5 minutes. To serve, fluff up the entire mixture with a large spoon then add the parsley and serve in the pan.