To make the dough, put the stock and a tablespoon of olive oil into a large saucepan. Place over a medium heat, until hot but not boiling.
Remove from the heat. Season and sift in the flour. Beat it in with a wooden spoon until smooth, then scoop it into a bowl and set aside until just cool enough to handle.
To make the filling, finely chop the cooked chicken and mozzarella. Deseed and finely chop the tomatoes, then pick and finely chop the parsley leaves (keep the stalks for another day – they’re perfect in the base of a ragù or soup). Trim and finely slice the spring onions.
Mix everything together in a large bowl. Finely grate in the zest of 1 lime and season to taste.
Make the avocado dressing by roughly blitzing the flesh of all the avocados, the juice of both limes, a drizzle of olive oil and a good pinch of sea salt and black pepper. Stir in a drizzle of chilli sauce and leave to one side.
When the dough is ready, turn it out onto a well-floured work surface and knead it for 10 minutes, until silky and smooth. Place a ball of dough in the palm of your floured hand, around the size of a golf ball, and flatten it out into a circle, around 7cm in diameter.
Spoon in a heaped teaspoon of the chicken filling, then bring the edges together over the chicken and shape it into a small, pear-like pyramid. Keep going until you’ve used up all the dough and filling, lining the coxinhas on a baking tray as you go.
To cook them, fill a saucepan with vegetable oil and leave it to heat up over a medium heat. Lay out three shallow dishes: mix the breadcrumbs and paprika in one, whisk the egg with the milk and add to another, then scoop a few tablespoons of flour in the third dish.
Roll each coxinha in the flour, then dip in the beaten egg, and finally roll in the breadcrumbs to coat.
Check the oil is hot enough by dropping in a little piece of dough. Once it's turned golden and risen to the surface, the oil is ready. Fry the coxhina for 4 to 5 minutes, or until golden and crisp all over – you'll need to do this in batches.
Remove with a slotted spoon onto kitchen paper, then serve straight away, with the spiced avocado dip on the side.