1. Preheat the oven to 375 (or don't and just cook it on the stove top, like me). In a large, ovenproof skillet, cook the bacon until crisp, about 5 minutes. Stir in the onion and cook until softened, about 5 minutes; stir in the rice. Season with 2 teaspoons salt, 3/4 teaspoon pepper and the paprika. Add teh tomatoes and 1 cup water and bring to a simmer. Cover and bake until the rice is just tender, about 20 minutes. (Okay, maybe that's why we were supposed to bake it - I cheated and used Minute Rice, it's a lot easier)
2. Stir in the shrimp and zucchini and bake for 5 minutes more. Remove from the oven and let stand for 5 minutes. Stir in the parsley and serve.