Position an oven rack about 6 inches from the heat source and preheat the broiler.
Halve the bell pepper lengthwise and remove the seeds and stem. Place the pepper cut-side down on a baking sheet and broil until the skin is blackened in places, 7 to 10 minutes. Transfer to a bowl, cover with plastic wrap and let steam for 10 minutes. Peel and discard the charred skin. Put the roasted pepper, 1 tablespoon of the mascarpone, 1/2 teaspoon salt and 1/2 teaspoon pepper in a blender and blend until smooth. Reserve the pepper sauce.
Toast the barley in a heavy dry 4-quart pot over medium heat, stirring constantly, until the barley is fragrant and golden, 7 to 10 minutes. Transfer to a bowl. Bring the broth and 2 cups water to a simmer in a saucepan.
Heat 2 tablespoons of the oil in medium pot over medium heat. Add the garlic and cook, stirring, until pale golden, 1 to 2 minutes. Add the barley and stir to coat in oil. Add the wine and simmer briskly, stirring, until absorbed, about 1 minute. Add 1/2 cup of the hot broth and briskly simmer, stirring, until absorbed. Continue simmering and adding hot broth, about 1/2 cup at a time, stirring constantly until each addition has been absorbed before adding the next, until the barley looks creamy and is just tender but still toothsome, about 35 minutes (you may have a little broth left over).
Stir in the Parmigiano-Reggiano and remaining 3 tablespoons mascarpone; season with salt and pepper. Stir in the chives and thin with some of the remaining broth if desired. Keep warm.
Pat the scallops dry, sprinkle with the fennel seed and season with salt and pepper. Heat a heavy large nonstick skillet over medium-high heat, then add the remaining 1 tablespoon oil. Add the scallops and cook until well browned, 3 to 4 minutes. Flip and continue to cook until firm to the touch, about 2 minutes more.
Spoon the risotto into 4 bowls. Top evenly with the scallops and drizzle with some pepper sauce. Sprinkle each bowl with chopped fresh chives.
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