Drizzle in a splash of olive oil in a large stock pot over medium heat. Add in the onion and fennel chunks. Saute a few minutes until they start to sweat. Pour all of the water and clam juice over the top. Toss in the garlic and bay leaves. Turn the heat up to high just until the bubbles start and then reduce to a simmer.

Using a vegetable peeler, cut away all of the orange peel. Place the peels in the simmering broth. Add the salt and pepper.

If the shrimp has the shells and tails on, peel the shrimp and toss the shells into the broth. Crush the saffron and sprinkle into the soup. Simmer for at least 10 minutes, up to several hours. The longer it simmers the more deeply flavored the broth. A crockpot is an excellent way to let this simmer. Simply add altogether while on high and then simmer 6-8 hours on low.

Ten minutes before you are ready to serve, prepare the seafood. Cut all of the fish into chunks. Scrub the mussels and clams.

Taste the broth, add more salt and pepper to taste. Strain the broth. In a large skillet with a lid, ideally glass, add the clams and mussels. Pour in just enough broth to cover the shellfish half way. Cover with a lid and bring up to a light simmer. As the clams and mussels open, remove to a serving bowl.

After the shellfish cooks add the shrimp and chunks of fish. Once they appear cooked through (only about 1-3 minutes depending on the size of the pieces), turn off the heat and combine all of the fish, shrimp, shellfish and broth. Sprinkle with parsley and the remaining olive oil.

Serve immediately in order to the keep the fish from overcooking. Serve with the Saffron Rouille.