Heat olive oil in a wide skillet. Add onion and pepper, sautéing until soft and beginning to brown. While onion and pepper is sautéing, chop the whole tomatoes, reserving the juice. Add garlic and cook until fragrant, about 30 seconds. Add parsley, tomatoes, paprika, thyme, bay and cayenne pepper. Cook over medium-low heat, allowing the flavors to combine. Add the shrimp and cook for about 5 minutes until done.