How to Make It
Preheat the oven to 450°. Heat the olive oil in a large nonreactive ovenproof skillet. Add the fennel and onion and cook over moderately high heat, stirring occasionally, until wilted and browned, about 10 minutes. Add the tomatoes, garlic, parsley, fennel seeds and thyme and roast in the oven for about 45 minutes, or until the tomatoes are just beginning to brown. Transfer the roasted vegetables to a blender or food processor and pulse until coarsely chopped.
Set the skillet over high heat and add the wine. Cook, scarping up any browned bits, until reduced by half. Add the wine to the vegetables in the blender and puree until almost smooth. Transfer the sauce to a medium nonreactive saucepan, add the chicken stock and cook over moderate heat until thickened, about 20 minutes. Season with salt and pepper.
Light a grill or preheat the broiler. Brush the radicchio with olive oi and season with salt and pepper. Grill or broil for about 4 minutes, turning frequently, until browned. Let cool slightly, then thinly slice the radicchio. Transfer to a medium bowl and add the ricotta, mozzarella, 1/4 cup of the Parmesan, the egg, shallot, garlic, 1 tablespoon of the parsley, the thyme, nutmeg, 1/2 teaspoon of salt and 1/4 teaspoon of pepper.
Bring a large pot of salted water to a boil. Add the pasta shells and cook until just tender, 8 to 10 minutes. Drain, rinse with cold water and drain again.
Spread half of the sauce in a 13-by-9-inch nonreactive baking dish. Choose the 20 best shells; reserve the rest for another use. Transfer the radicchio mixture to a large pastry bag without a tip or a plastic bag with a large corner snipped off and pipe the stuffing into the shells. Arrange the filled shells open side up in the baking dish and sprinkle with the remaining 1/4 cup of Parmesan cheese and 1 tablespoon of parsley.
Preheat the oven to 375°. Bake the shells for about 20 minutes, or until the shells are heated through and the sauce is bubbling. Preheat the broiler and broil the shells for about 2 minutes, or until golden on top. Rewarm the remaining tomato sauce and serve with the shells.