For the polenta: Add the milk, cayenne, bay leaf and 1 cup water to a saucepot and heat until just barely a simmer. Stir in the polenta and cook, stirring, until thickened, about 20 minutes. Stir in the mascarpone and Parmesan. Spray an 8-by-8-inch baking dish with cooking spray and press the polenta in the bottom of the dish. Cover with plastic wrap and place in the fridge to set, about 1 hour.
For the cacciucco: Add the wine, half of the chopped fennel (reserve the fronds for garnish), half of the chopped onions, a pinch of red pepper flakes and some salt to a large stockpot (about 8 quarts). Bring to a boil, then reduce to a simmer. Cook until the wine is reduced by one-half, then fill the pot halfway with water. Squish in the tomatoes with your hands and add them to the pot with their juices. Add the shrimp shells and cod carcass. Season with another pinch of red pepper flakes and some salt. Bring to a simmer and simmer for 30 minutes. Strain and reserve this tomato base.
In a separate saucepot, bring some water to a boil; prepare an ice bath. Blanch the haricot verts in the boiling water, then shock in the ice bath. Reserve.
In a large high-sided skillet, heat 1 tablespoon olive oil over medium heat. Add the remaining chopped fennel and onions and saute until translucent. Add the garlic and saute for a minute more. Add a ladle of the tomato base to the skillet and bring to a simmer. Add the clams, saffron and fennel pollen, cover and cook. Remove the clams from the skillet as they open and set aside. Add another 2 ladles of the tomato base and the lemon juice to the skillet and keep warm.
Season the bass fillets with salt. In a nonstick pan, add the remaining tablespoon olive oil and heat over medium heat. Place the fillets in the pan skin-side down. Pan-fry the fish 2 minutes per side and remove to a baking sheet skin-side up. Add the shrimp and haricot verts with a pinch of salt and red pepper flakes to the pan and cook until the shrimp are pink.
Add the clams back to the skillet with the tomato base.
Remove the polenta from the fridge and flip it out onto a cutting board. Using a 3-inch round cutter, cut out rounds and place 1 in the bottom of each of 4 serving bowls. Top each with some haricot verts, a bass fillet, a couple of big shrimp and 2 to 3 clams. Then ladle about 1/2 cup of broth over top. Garnish with fennel fronds and a pinch of fennel pollen.
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