Prepare the seafood and produce: rinse the Clams and Mussels under cold water and scrub the shells, discarding any that remain open; peel and devein the Large Shrimp; cut the Firm White Fish into large chunks. Finely chop the Onion, mince the Garlic, dice the Tomatoes and the Red Bell Pepper and Green Bell Pepper. Slice the Portuguese Chouriço into thin rounds, finely chop the Fresh Cilantro, and thinly slice the Fresh Red Chili; have the Lemon wedges ready.
Heat a wide, heavy pan or cataplana over medium heat and add the Olive Oil. When the oil shimmers, add the chopped Onion and sauté until translucent, about 5 minutes, then add the minced Garlic and cook 30–60 seconds until fragrant.
Add the diced Red Bell Pepper, Green Bell Pepper and Tomatoes and cook until the vegetables begin to soften, about 5 minutes. Stir in the sliced Portuguese Chouriço so it releases its oils and browns slightly, about 3 minutes.
Season the base with the Sweet Paprika and add the Bay Leaves and sliced Fresh Red Chili. Pour in the Dry White Wine to deglaze the pan, scraping up any browned bits, and let it reduce by half, about 2–3 minutes.
Pour in the Fish Stock and bring the mixture to a gentle simmer. Taste and season with Fine Sea Salt and Freshly Ground Black Pepper as needed.
Nestle the Clams and Mussels into the simmering broth, cover the pan, and steam until most of the shells have opened, about 5–7 minutes. Discard any shells that remain tightly closed.
Add the Firm White Fish chunks and the Large Shrimp to the broth, nestling them among the shellfish and chouriço. Cover again and cook just until the fish is opaque and the shrimp are pink and cooked through, about 4–6 minutes—avoid overcooking.
Remove from heat and discard the Bay Leaves. Sprinkle the chopped Fresh Cilantro over the stew, adjust seasoning with more Fine Sea Salt or Freshly Ground Black Pepper if needed, and finish with a generous squeeze of Lemon just before serving.
Serve the Cataplana hot in the pan or ladled into bowls with crusty bread to soak up the aromatic broth, and offer extra Lemon wedges at the table.
