Heat oil in a large saucepan over med-high heat. When hot add the oxtail and brown the pieces all over. Add some salt and pepper while it’s cooking, not before.
Remove the oxtail and add the onion, celery, and carrots — and leeks, if you’ve taken my advice.
Add a dash of sherry and scrape the browned bits of meat off the bottom of the pan as the sherry evaporates. If you don’t have browned bits, you’ve not cooked the oxtail at a high enough heat.
After the mix starts to colour, add the garlic, parsley stems, the peppercorns, the sweet paprika and hot paprika or dried red chilli flakes, and then, after a couple of minutes, the oxtail.
Add the Rioja. Yes, that means the whole bottle. Drink the sherry if you want a tipple.
At this stage you’ll probably need to add water to cover all of the oxtail — this is important so that the oxtail cooks properly.
Bring to a decent simmer and reduce the heat to low.
You now need to leave the oxtail for at least a couple of hours, but check every now and then that the water is still covering the meat.
At two hours the meat should be cooked to the stage where it falls off the bone when provoked. If not, leave it on low heat until it does.
When it’s ready, remove the oxtail pieces from the sauce and place them in a well-sealed container ready for the fridge. Strain the sauce through a sieve (it doesn’t have to be too fine) and pour it over the meat. When it’s cooled, refrigerate overnight.