In a large paella pan or wok, put a generous amount of olive oil. Saut the diced onions and garlic. Once they are cooked, cut the Romano peppers into thin slivers and add to the pan to cook them through. Then cut the chestnut mushrooms into thin slices and add them to the pan and saut. In a separate small bowl, add the saffron to a bit of boiling water (or hot milk, which I prefer) so that the water/milk absorbs the colour of the saffron.