Place the clams in a large bowl of salted water for a few hours (up to overnight) in the refrigerator. This should remove any sand that was inside of the clam.
Add ½ cup of water and the bay leaf to a large, heavy-based pot and bring to a boil over a medium high heat.
Add about 6-8 clams at a time, cooking only until the clams open to prevent overcooking. Discard any clams that stay closed; they are dead and will spoil the flavor. Save the cooking water for later.
Heat four tablespoons of extra virgin olive oil in a heavy pot, then sauté the onion, garlic, pepper and parsley over medium high heat until the onions are translucent.
Add the breadcrumbs and paprika and sauté for a minute or so, then add the white wine. Cook until the liquid has reduced.
Add the liquid from cooking the clams and cook for about 5 minutes. Taste and adjust the salt levels if necessary.
Add the clams, cover, and cook for no more than 5 minutes on low.
Serve the clams and sauce in bowls garnished with more fresh parsley and a squeeze of lemon juice. Enjoy immediately!