Cook the paella rice in a small, covered pan with 250ml water on a medium heat for 20-30 minutes. Once tender, turn off the heat and let the pot sit with the lid on
Meanwhile, place a frying pan over a medium-high heat. Add the olive oil, and once hot add the shallot and garlic. Cook for 5 minutes, or until the shallot is soft but not browned
Add the black pudding and tomatoes to the pan and cook for 5-10 minutes more, or until the tomatoes have started to soften and break down
Add the cooked rice and half of the parsley and lemon zest. Stir well until evenly combined
Stuff the rice mixture into the drained piquillo peppers
Serve the stuffed peppers on a platter drizzled with extra virgin olive oil, and scattered with the remaining parsley and lemon zest