Preheat the oven to 350° F.
Place the achiote seeds and oil in a heavy Dutch oven or other oven-proof pot. Heat the seeds and oil over low to medium heat until the seeds gently sizzle and release their color. This only takes a couple of minutes. Stop cooking before the seeds turn black. Remove the pot from the heat. Remove the seeds with a slotted spoon and discard.
Generously sprinkle the chicken thighs with the adobo and black pepper. Return the pot to the stove and heat the oil.
Sear the chicken thighs, skin side first, in the oil on both sides. Remove the chicken and reserve.
Add the sausage and cook until browned. Remove the sausage with a slotted spoon and reserve.
Add the white parts of the scallions, shallot, poblano and jalapeno pepper to the pot and sauté. Sprinkle in some adobo and/or salt, and black pepper to taste. Remember the adobo already has salt in it.
Add the garlic and sauté another minute.
Deglaze the pot with the white wine, scraping all the browned bits off the bottom. Cook until the wine is almost evaporated.
Add the rice and cook for a minute or two.
Return the chicken and sausage to the pot. Add the chicken broth, sofrito and paprika.
Cover and bring to a boil and then place the pot in the oven for 20 minutes.
Just before serving add the green parts of the scallions and the cilantro.