Pat the oxtail pieces dry with a paper towel and season them with salt and pepper.
Heat vegetable oil in a large pot or Dutch oven over medium-high heat. Brown the oxtail pieces on all sides. Remove and set aside.
Add onions, garlic, carrots, and celery to the pot. Cook until softened, about 5 minutes.
Stir in the tomato paste, diced tomatoes, thyme, paprika, and bay leaves. Cook for 2 minutes to release the flavors.
Pour in the beef broth, scraping the bottom of the pot to release any stuck-on bits.
Return the oxtail to the pot. Cover and reduce the heat to low. Simmer for 2.5 to 3 hours, stirring occasionally.
The oxtail is done when it’s tender and falling off the bone.
Taste the sauce and adjust salt and pepper as needed.
Serve hot over rice, mashed potatoes, or your favorite side dish.