Preheat oven to 400°F (200°C).
Toss zucchini, eggplant, and tomatoes with olive oil, salt, and pepper; roast 20 minutes until caramelized.
Heat olive oil in paella pan; sauté onion, garlic, and bell pepper for 5 minutes.
Stir in rice and smoked paprika; toast 2 minutes.
Add saffron to warm broth, then pour into rice mixture.
Simmer uncovered for 20 minutes, without stirring, until rice absorbs liquid.
Arrange roasted vegetables over rice; cook 5 more minutes.
Remove from heat, cover with foil, and rest 5 minutes.
Garnish with parsley and serve with lemon wedges.
