Clean and prepare the Mixed Small Firm Fish: reserve a portion of whole fish for flaking later and use the rest (heads and frames) for the stock.
Heat a few tablespoons of Olive Oil in a large pot over medium heat; add diced Onion, thinly sliced Leek, thinly sliced Fennel Bulb and crushed Garlic and sweat gently until softened but not browned, about 6–8 minutes.
Stir in chopped Tomato and Tomato Paste and cook a few minutes more, then pour in Dry White Wine and let it reduce by half to concentrate the flavor.
Add Water to the pot along with the fish frames, strips of Orange Peel, a pinch of Saffron Threads, a few sprigs of Thyme, a Bay Leaf, chopped Parsley, a pinch of Cayenne Pepper, Salt and freshly ground Black Pepper. Bring to a gentle simmer, skimming any foam, and cook for 25–30 minutes to extract the fish flavor.
Strain the broth through a fine-mesh sieve into a clean pot, pressing the solids to extract every bit of flavor. Discard the solids (or pick through them for any remaining morsels of fish) and return the clear broth to the stove to keep warm.
Flake the reserved portion of cooked fish into bite-size pieces and add them to the warmed broth; poach gently for 3–5 minutes until the fish is just cooked through. Taste and adjust seasoning with more Salt or Black Pepper if needed.
Make the rouille by crushing a clove of Garlic with a pinch of Salt, then whisking it with one Egg Yolk, a pinch of Saffron Threads soaked briefly in a tablespoon of warm Warm Fish Soup (or warm broth), a squeeze of Lemon Juice and a pinch of Cayenne Pepper. Slowly drizzle in Olive Oil while whisking continuously to form a thick emulsion; if too thick, thin with a little warm stock until creamy.
For the croûtes, slice the Baguette and brush each slice with Olive Oil. Rub lightly with cut Garlic, top with grated Gruyère and place under a hot broiler until the cheese is bubbling and golden.
To serve, ladle the hot soup into bowls, add a spoonful of rouille (allow guests to swirl it in to taste), scatter a little chopped Parsley and offer the cheesy croûtes on the side or floated on top. Enjoy immediately while hot.
