Step 1: Build a 2-zone fire in one kettle grill (for the rice) and a 3-zone fire in the other kettle grill (for the vegetables).
Step 2: Put the paella pan on the grate of the kettle grill with the 2-zone fire. Add olive oil to the pan and preheat. Add the chopped onion and red and yellow bell peppers to the pan, stirring with a clean grill hoe or long-handled spatula, until the vegetables begin to soften. Add the garlic and chopped tomatoes, and cook for 1 to 2 minutes. Add the rice, and stir to coat with the oil. Then add the saffron and wine and cook for 1 to 2 minutes. Add 5 cups of the hot vegetable stock. Simmer the rice for 15 to 20 minutes, or until tender, adding more stock if needed to keep the rice from drying out or scorching on the bottom of the pan.
Step 3: Meanwhile, brush the vegetables with olive oil and season with salt, pepper, and the herb mixture. Place on the second kettle grill over the 3-zone fire, and grill until vegetables are tender. (The onions will take the longest time, the cherry tomatoes the shortest time.)
Step 4: To assemble, remove the skewers from the grilled vegetables and add to the rice. Stir in the chickpeas and piquillo peppers. Serve the paella directly from the pan, if desired (be sure to set it on a heatproof surface), or transfer it to a large plate or platter. Sprinkle with chopped parsley and garnish with lemon wedges, if desired.
Note: This recipe can be made on a gas grill, but it is best on a charcoal grill fueled with wood chunks. Steven used two grills to construct this paella with one dedicated to grilling the vegetables.