Put the pumpkin chunks, melted butter, and salt and pepper in a baking pan or large gratin dish. Scrape the seeds of the vanilla bean half over the pumpkin. Throw the bean in, too, and toss until the pumpkin chunks are just coated.
Preheat the grill or broiler.
Brush the pompano fillets with the olive oil and season with salt and pepper. Grill skin side up for 3 minutes. Turn the fish over and cook on the other side until done, 3 to 4 minutes, depending on the thickness of the fish.
Grill or broil the lemon slices until slightly charred.
Scatter the baked pumpkin and a couple of grilled lemon slices around each of 6 hot plates. Place the pompano in the center of the plates and drizzle hollandaise around the edges of the fish. Garnish the fish with the orange zest and 3 sprigs of the parsley or chervil.
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