Preheat your oven to 400°F (200°C).

In a small bowl, combine the saffron threads with the warm water. Let it steep for about 10 minutes to release the flavor and color.

On a baking sheet, toss the halved cherry tomatoes with 1 tablespoon of olive oil, salt, and pepper. Spread them out in a single layer.

Roast the cherry tomatoes in the preheated oven for about 15-20 minutes, or until they are blistered and soft.

While the tomatoes are roasting, heat the remaining tablespoon of olive oil in a large skillet over medium heat. Add the minced garlic and sauté for about 1 minute, or until fragrant.

Add the shrimp to the skillet, followed by the saffron mixture and smoked paprika. Season with salt and pepper. Cook the shrimp for 3-4 minutes, or until they turn pink and are cooked through, stirring occasionally.

Once the tomatoes are done roasting, gently fold them into the skillet with the shrimp.

Remove from heat and sprinkle with fresh parsley.

Serve immediately with lemon wedges on the side for an extra burst of flavor.