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Fillet all the fish and use the heads and bones to make a fish stock with the 2.25l/4pt of water.
Heat the olive oil in a large pan and add the onion, celery, leek, fennel and garlic. Cook gently for about 20 minutes without colouring until the vegetables are very soft. Add the orange peel, tomatoes, red pepper, bay leaf, thyme, saffron, prawns and fish fillets. Cook briskly, stirring, then add the stock and orange juice. Bring to the boil and simmer for 40 minutes.
Liquidize the soup in a liquidizer or food processor, then pass it through a conical strainer, pushing it through with the back of a ladle to extract all the juices. Return to the heat and season with salt, pepper and cayenne. The soup should be a little on the salty side, with a subtle but noticeable hint of cayenne.
To make the croutons, thinly slice the baguette then fry in olive oil. When cool enough to handle, rub the croutons with garlic. Serve the soup, parmesan and rouille separately. The idea is that each person spreads some rouille onto the croutons, floats them in the soup and sprinkles them with parmesan.
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