Add the chorizo to the Dutch oven and cook over direct medium heat, with the lid closed, until browned, 3 to 5 minutes, stirring occasionally. Using a slotted spoon, transfer the chorizo to a plate lined with paper towels.
Add the chorizo to the Dutch oven and cook over medium heat, with the lid closed, until browned, 3 to 5 minutes, stirring occasionally. Using a slotted spoon, transfer the chorizo to a plate lined with paper towels.
Wearing insulated barbecue mitts, pour off all but 1 tablespoon fat from the Dutch oven, if necessary. Add the fennel, onion, and oil to the Dutch oven, and then cook over direct medium heat, with the lid closed, until the vegetables are almost tender, 13 to 15 minutes, stirring frequently. Add the garlic and cook until fragrant, about 30 seconds, stirring frequently. Add the tomatoes, wine, thyme, paprika, salt, and pepper. Bring to a boil and continue cooking until the mixture is slightly thickened, 6 to 8 minutes, stirring occasionally. Add the mussels and cover the Dutch oven. Cook, with the grill lid closed, until the shells open, about 5 minutes. Discard any mussels that do not open. Stir in the sausage.
Wearing insulated barbecue mitts, pour off all but 1 tablespoon fat from the Dutch oven, if necessary. Add the fennel, onion, and oil to the Dutch oven, and then cook over medium heat, with the lid closed, until the vegetables are almost tender, 13 to 15 minutes, stirring frequently. Add the garlic and cook until fragrant, about 30 seconds, stirring frequently. Add the tomatoes, wine, thyme, paprika, salt, and pepper. Bring to a boil and continue cooking until the mixture is slightly thickened, 6 to 8 minutes, stirring occasionally. Add the mussels and cover the Dutch oven. Cook, with the grill lid closed, until the shells open, about 5 minutes. Discard any mussels that do not open. Stir in the sausage.