In a large sauté pan, heat olive oil over medium heat. Add the fennel and sauté until tender and beginning to brown, about 6 minutes.
Add the tomatoes and cook for 1 minute.
Add the rice mix and stir to combine.
Add water according to package instructions and place the chorizo on top.
Cover, reduce heat to low, and cook for the recommended cooking time on the rice package.
Five minutes before the rice is done, arrange the shrimp on top of the rice mixture in a single layer.
Cover and continue to cook until the shrimp are opaque white and curled, about 5 minutes.
Serve, garnished with fennel fronds if desired.