Prepare the grill for direct cooking over medium heat (180° to 230°C) and preheat the grill pan for about 10 minutes.
Prepare the grill for cooking over medium heat (200°C) and preheat the grill pan for about 10 minutes.
Cut off the thick stalks above the fennel bulbs and save for another use. Cut each fennel bulb into quarters and then remove the thick triangular-shaped core. Slice the fennel vertically into slivers about 6 millimeters thick. Cut each pepper vertically from top to bottom to make planks; discard the stem, seeds, and ribs. Place the fennel, bell peppers, shallots, and lemon halves in a medium bowl, add 60 milliliters oil, and toss to coat evenly. Place the mixture on the grill pan and grill over direct medium heat, with the lid closed, until tender, about 10 minutes, turning as needed.
Cut off the thick stalks above the fennel bulbs and save for another use. Cut each fennel bulb into quarters and then remove the thick triangular-shaped core. Slice the fennel vertically into slivers about 6 millimeters thick. Cut each pepper vertically from top to bottom to make planks; discard the stem, seeds, and ribs. Place the fennel, bell peppers, shallots, and lemon halves in a medium bowl, add 60 milliliters oil, and toss to coat evenly. Place the mixture on the grill pan and grill over medium heat, with the lid closed, until tender, about 10 minutes, turning as needed.
Transfer the vegetables and lemon to a large bowl, cover with aluminum foil, and allow to steam for 10 minutes. Remove and discard any charred areas from the capsicums. Coarsely chop the fennel, bell peppers, and shallots. In a blender combine the fennel, peppers, shallots, and the juice of one grilled lemon half (without seeds). Reserve the remaining lemon half. Puree with the blender lid ajar until smooth. Add the clam juice and vegetable broth and puree again (the blender will be very full, so do this in batches, if necessary). Pour the zuppa broth through a strainer into a medium saucepan and discard any solids left in the strainer. Add the paprika, crushed red pepper flakes, and saffron; season with salt and pepper and additional grilled lemon juice. Keep warm over low heat.
Increase the temperature of the grill to high heat (230° to 290°C). Remove the small, tough side muscle that might be left on each scallop. Lightly coat the shellfish and fish fillets with oil and season evenly with salt and pepper. Brush the cooking grates clean. Grill over direct high heat, with the lid closed, until the shrimp are lightly charred on the outside and just turning opaque in the center, the scallops are slightly firm on the surface and opaque in the center, and the fish fillets are just beginning to separate into layers and the color is opaque at the center, turning once. Remove the seafood from the grill as they are done. The shrimp will take 3 to 5 minutes, the scallops will take 4 to 6 minutes, and the fillets will take 6 to 8 minutes.
Increase the temperature of the grill to high heat (260°C). Remove the small, tough side muscle that might be left on each scallop. Lightly coat the shellfish and fish fillets with oil and season evenly with salt and pepper. Brush the cooking grates clean. Grill over high heat, with the lid closed, until the shrimp are lightly charred on the outside and just turning opaque in the center, the scallops are slightly firm on the surface and opaque in the center, and the fish fillets are just beginning to separate into layers and the color is opaque at the center, turning once. Remove the seafood from the grill as they are done. The shrimp will take 3 to 5 minutes, the scallops will take 4 to 6 minutes, and the fillets will take 6 to 8 minutes.
Evenly divide the seafood and zuppa broth among individual bowls. Garnish with parsley and serve right away.
