Wash cockles or clams under cold running water and scrub with a stiff brush. Place in a large bowl, cover with a wet towel, and reserve in the refrigerator.
Core and seed peppers. Cut into fine julienne, about 2-inches long. Cut onion, zucchini, and yellow squash into similar julienne. Cut sausage or prosciutto into thin 2-inch lengths and finely julienne.
Grease both halves of the interior of a cataplana, or large heavy Dutch-oven kettle, with butter. Put the clams in first, then the julienned vegetables, sausage, tomato, fish stock, Port, and pepper. Tightly close the two halves of the cataplana, using the pin and the clips on the outside to get a snug fit. Then place the closed dish over high heat for 10 minutes, or until the shells open. Just before the 10 minutes are up, open the cataplana, add the lemon juice and close it again for a minute or two.
Remove the cataplana from the stove and open it at the table. Sprinkle with chopped parsley, ladle into soup bowls, and serve immediately.
c.1997, M.S. Milliken & S. Feniger, all rights reserved