Preheat oven to 500 degress F, or as near that as you can get. Warm the stock in a saucepan with the saffron (if using it). Place an ovenproof 10 or 12 inch skillet over medium-high heat and add the oil. A minute later, add the onion and cook, stirring occasionally, until translucent (about 5 minutes). Add the rice and cook, stirring occassionally, until glossy, for about a minute or two. Season with salt and pepper and add the stock, taking care to avoid the steam. Stir in the shrimp and transfer the skillet to the oven. Bake for about 25 minutes, until all the liquid is absorbed and the rice is dry on top. Garnish with parsley if desired and serve immediately. Makes 4 servings.