Preheat oven to 425°F. Line a baking sheet with parchment paper and set aside.
To make the biscuits, in a large bowl, stir together the flour, baking powder, paprika, sugar, salt, and baking soda. Add the butter and break it up with your finger tips until it resembles coarse crumbs of different sizes roughly the size of a pea. Drizzle in the buttermilk and knead a few times with a spatula or your hands until a shaggy dough forms. Turn out onto a lightly floured work surface and pat it into a 1-inch thick square.
Use a sharp knife to cut into eight even biscuits. Place onto the prepared baking sheet, spacing them out evenly. Chill for 15 minutes. Brush with melted butter and place in the oven. Immediately lower the temperature to 400°F and bake until golden brown, 20 to 25 minutes.
Remove the biscuits from the oven and allow to cool slightly. In the meantime, in a small bowl, stir together the marmalade with both mustards and a pinch of salt and pepper. To assemble, split the biscuits open and spread with the mustard. Top with a few slices of chorizo or Serrano ham, Manchego and lettuce and then sandwich together. Serve immediately and enjoy!