Place the saffron, garlic and fish into a mixing bowl. Drizzle with a little olive oil and toss to coat. Refrigerate for at least 1 hour.
Saute the onion, leek and celery in olive oil until tender. Add the tomatoes, orange zest and fennel seeds and cook for about 5 minutes. Add the fumet and pastis. Bring to a boil and reduce to a simmer. Add the fish and cook until just done. Season with salt and pepper.
To serve, place a baguette slice in the bottom of a serving bowl and top with a spoonful of rouille and a bit of cheese. Top with the fish soup. Garnish with parsley.
To make the rouille, using either a mortar and pestle or a food processor, puree the garlic, egg yolks and cayenne pepper until smooth. Slowly drizzle in the olive oil and whisk to incorporate as you would for a mayonnaise. Season, to taste, with salt.
*RAW EGG WARNING
Food Network Kitchens suggest caution in consuming raw and lightly-cooked eggs due to the slight risk of Salmonella or other food-borne illness. To reduce this risk, we recommend you use only fresh, properly-refrigerated, clean, grade A or AA eggs with intact shells, and avoid contact between the yolks or whites and the shell.
Recipe courtesy of Pilar Sanchez