How to Make It
Put the fish head and bones in a large bowl, cover with ice water and let soak for 1 hour. Drain well.
In a large stockpot, heat the olive oil. Add the onion, fennel, celery and garlic and cook over low heat, stirring occasionally, until softened but not browned, about 15 minutes. Add the fish head and bones along with the mussels, clams, white wine and chicken stock. Bring to a simmer over low heat and simmer for 1 hour, skimming off the foam as it rises to the surface. Remove from the heat and stir in the lemon, thyme and parsley sprigs, bay leaf and peppercorns. Let steep for 30 minutes.
Strain the broth through a fine sieve and refrigerate until ready to use.
Ask your fishmonger for the head and bones from a mild, non-oily white fish, such as cod, snapper, halibut or sea bass.