Melt butter in a large sauté pan. Add onions, leeks, and sauté until soft. Add garlic and tomato paste. Season with salt and pepper.
Pour in the white wine, cream, and broth, and stir well. Stir in the saffron, bring to a boil then turn down the heat to a gentle simmer for 3-5 minutes. If the sauce is too thick, add a little bit more broth.
Add one third of the sauce to a 12.5-inch (32 cm) baking form, then place the fish pieces and the shrimps on top. Cover with the remaining sauce, sprinkle parmesan cheese over and bake for 20-25 minutes at 350° F (180° C).
Garnish with fresh dill and serve with boiled potatoes.