Toast shells in a large, dry saucepan; then add onion, carrot, garlic, and celery and cook until caramelized. Add thyme, parsley, bay leaf, and tomato paste and cook for 3-5 minutes, stirring often. Add orange juice, vermouth or wine, and saffron; deglaze in pan. Add chicken stock and bring to a simmer. Reduce by half, then strain out solids. Store in refrigerator. Makes about 8 cups.