Season the chicken wings liberally with salt, pepper, and paprika.
Heat the oil in a large skillet over high heat and saute the chicken wings until golden brown.
Reduce the heat and add the garlic, bay leaf, and sherry.
Cook uncovered, shaking the pan and turning the wings occasionally, until the chicken is cooked and most of the liquid has evaporated, about 20 minutes.
Serve hot or at room temperature, garnished with chopped parsley.