Heat the oil in a flameproof casserole dish, add the chunks of rabbit and sauté until browned on all sides. Add the onions, garlic and red capsicum and fry, stirring frequently, for 5 minutes or until the onions have softened. Add the paprika, chilli powder, cumin, cinnamon and bay leaves, stir well and fry for 1 minute.
Add the wine, stock, tomatoes, tomato paste and half of the parsley. Cover and bring to the boil, then reduce the heat to very low and simmer for about 40 minutes or until the rabbit is very tender.
Meanwhile, crumble the saffron into a small bowl and add the hot water. Stir, then leave to soak for 15–20 minutes.
Add the chickpeas and potatoes to the stew, together with the saffron and its soaking water, the oregano and orange zest and juice. Stir, then simmer for about 30 minutes or until the gravy has thickened and is not too soupy. Remove the bay leaves if you prefer. Serve hot, sprinkled with the remaining parsley.