Prepare the Saffron Rice: Heat the broth and saffron threads in a small saucepan, allowing the saffron to bloom. In a paella pan, sauté the onion, garlic, and bell pepper in olive oil until softened. Add the rice and stir to coat in the oil. Pour in the saffron broth and bring to a simmer. Cook without stirring until the rice absorbs most of the liquid.
Add the Seafood: Arrange the shrimp, mussels, clams, and calamari on top of the rice during the final 10 minutes of cooking, allowing them to steam and cook through.
Make the Garlic Aioli: In a bowl, whisk together the egg yolks, garlic, and lemon juice. Slowly drizzle in the olive oil, whisking constantly, until the aioli is thick and smooth. Season with salt and pepper.
Serve and Garnish: Serve the paella directly from the pan, garnished with fresh parsley. Serve with a dollop of garlic aioli on the side.