Combine the fennel top, thyme, bay leaf, and saffron threads together in a sachet. Set aside.
Heat the olive oil in a large pot, and sauté the fish bones, heads, and shrimp shells for 5 minutes. Add the onions, shallots, tomatoes, and garlic. Cook over low heat, stirring constantly until the vegetables become soft, about 5 minutes.
Add the sachet and the Pernod, turn the heat to high and boil until the Pernod evaporates, about 3 minutes. Add enough water to cover, and simmer for 40 minutes. Remove sachet from the mixture, blend and strain it.
Place the mixture back into the large pot, bring to a boil, and add the sea bass and snapper. Reduce heat to medium and cook for 2-3 minutes, then add the mussels and shrimp. Continue simmering until the shellfish is cooked, about 2 minutes. Adjust seasoning to taste.
In a food processor, blend together the egg yolks, garlic, mustard, chile, and cayenne. Add the potatoes and blend. Begin adding the oil in a steady stream until all is incorporated. Add the vinegar, and process until smooth. Season to taste with salt. If the rouille is too pasty, add a few drops of water to smooth it out. Serve spread on toasted baguette slices or stirred into the stew.