For the Rouille: Combine all the ingredients in a food processor, except for the oil. Puree until smooth. With the machine running, slowly add the olive oil. Adjust the seasonings with salt and pepper, as needed. Set aside until ready to serve the bouillabaisse. (This will keep covered, in the refrigerator for up to 1 day.)
For the Bouillabaisse: Heat the olive oil in a large stockpot over medium-high heat. Add the onions and celery. Season the vegetables lightly with salt and pepper. Saute for 3 minutes. Add the garlic and cook, stirring, for 1 minute. Add the bay leaves, peppercorns, and thyme. Add the fish bones, wine, and about 1 quart of water, or enough to cover the bones. Bring the liquid to a boil and reduce to a simmer. Cook for 30 minutes. Remove from the heat and strain through a fine-meshed strainer, discarding the bones and solids and reserving the stock.
Return the stock to a large, wide shallow pan with a lid and bring to a simmer. Add the saffron, leeks, tomatoes, orange zest, orange juice, fennel, garlic, and parsley. Season the stock with 1 teaspoon of salt and 1/2 teaspoon of pepper. Add the lobster and cook, covered, for 8 minutes. Add the fish, mussels, and clams and cook, covered, for 6 minutes. Add the shrimp and cook, covered, for an additional 2 to 4 minutes or until everything is cooked through and the shells have opened. Discard any shells that do not open. Adjust seasonings with salt and pepper, if needed.
To assemble: Remove the seafood from the pan and place on a large platter. Pour the stock into a serving bowl. Serve the rouille and bread on the side of the bouillabaisse. For individual servings, arrange the seafood in shallow dishes. Ladle the stock over the seafood. Drizzle the rouille over the seafood and serve with the bread.
Yield: 6 servings and 1 1/2 cups rouille