Add a pinch of saffron powder to a heatproof jug and crumble in the stock cube. Stir in 500ml boiling water to dissolve the stock cube. Set aside.
Peel and finely chop the onion. Halve the pepper. Scoop out the seeds and white pith. Chop it to match the onion. Warm a deep frying pan over a medium heat for 1 min, then add the veg and 1 tbsp olive oil. Season with a pinch of salt and pepper. Gently cook for 10 mins, stirring once or twice, till the veg start to soften.
While the veg fry, dice the tomatoes. Peel and grate or crush the garlic. Finely chop the chervil stalks and set the leaves aside for later. Finely grate the zest from the lemon.
Stir the tomatoes, garlic, chervil stalks and lemon zest into the veg. Add ½ tsp smoked paprika and a pinch of cayenne (it's spicy, so use as much or as little as you like). Cook and stir for 1 min till the pan smells aromatic.
Stir in the rice. Pour in the stock. Pop a lid on the pan, bring to the boil, then turn the heat right down and gently cook for 10 mins. Stir now and then to stop the rice sticking.
While the paella cooks, snap the woody ends off the asparagus spears, and chop the spears into chunks roughly 3cm long. Stir the asparagus into the paella and cook for another 10 mins, adding a splash more water if you think it's getting too dry.
Halve the lemon and squeeze the juice from 1 half into the paella. Taste and add a pinch more salt or pepper if you think it needs it. Ladle the paella into warm bowls. Garnish with chervil leaves and serve with the remaining lemon, sliced into wedges, for squeezing.