How to Make It
Melt butter in a large enameled cast-iron casserole over medium. Add onion, carrot, celery, fennel, leeks, and garlic. Cook until softened and translucent but not browned, 8 to 10 minutes. Add tomato paste; stir until well combined.
Add tomato, shrimp, snapper, and scallop; stir to combine. If ingredients seem dry, add 1 tablespoon butter. Add thyme and piment d’Espelette. Stir in Pernod, scraping browned bits from bottom of pan. Add white wine; bring to a boil. Stir in saffron. Add 4 cups water, and return a boil. Reduce heat to low, and simmer 20 minutes.
Working in batches if necessary, transfer seafood broth to a blender. Secure lid on blender, and remove center piece of lid to allow steam to escape. Place a clean kitchen towel over opening. Process until smooth.
Pour seafood broth through a fine wire-mesh strainer set over a large heatproof bowl, pressing on solids to extract as much liquid as possible. Discard solids.
Combine seafood broth, orange zest, and lemon zest in a large enameled cast-iron casserole. Bring to a simmer over low.
Add red snapper fillets; cook until just cooked through, about 7 minutes. After 2 minutes, add scallops and shrimp; cook until just cooked through, about 5 minutes.
Remove from heat; season to taste with salt and pepper. Divide bouillabaisse among 4 serving bowls. Garnish with reserved fennel fronds, chopped parsley, and extra-virgin olive oil. Serve with toasted baguette slices and rouille.