Heat the oil in a medium saute pan and saute the onion and pancetta over medium-low heat for 10 minutes, or until the onion is translucent. Add the garlic and cook for 1 more minute. Add the tomatoes, saffron, salt, pepper, white wine, and Pernod, if using, and simmer over medium heat for 5 minutes.
Meanwhile, lay the fish in a 10-by-14-inch baking dish and sprinkle with salt and pepper. Add the shrimp and mussels to the dish. Pour the sauce over the seafood and bake uncovered for 20 to 30 minutes, until the fish and shrimp are cooked through and the mussels are open. Sprinkle with parsley and serve.