This soup, popular in Provence and on the island of Corsica, is a good way to use Mediterranean fish that are often full of bones. You will need a variety of small whole fish, both rich species such as smelt and mackerel and white-fleshed ones such as perch, hake, pollock, or whiting. Choose whatever is fresh and inexpensive. Puréeing is best done with a food mill fitted with the coarsest grid, or you can work the soup through a very coarse strainer or fine-mesh colander. (A food processor is no help here.) Like Bouillabaisse, Soupe de Poissons is flavored with orange zest and anise liquor, and in France it is usually served as a first course, though I find it plenty robust enough to be a main dish, too. The finished soup should be textured, intense, and lightly piquant — a breath of sea air.
Cut off the fins and scale the fish if not already done. Wash and dry them, and then cut crosswise into slices
Heat the olive oil in a soup pot over medium heat. Add the onions and fennel and sauté until soft but not brown, 8 to 10 minutes. Stir in the tomatoes, garlic, and fish pieces (including heads) and continue sautéing, stirring, for about 5 minutes. Add the water, bouquet garni, orange zest, tomato paste, and saffron with its liquid and season with salt and black pepper. If the fish are not fully covered with water, add more as needed. Cover, bring to a boil, and simmer, stirring often, until the fish flakes very easily, 40 to 50 minutes. Meanwhile, make the croûtes and sauce rouille.
Transfer the fish and vegetables to a tray with a draining spoon. Boil the cooking liquid until well flavored and reduced, 10 to 15 minutes. Meanwhile, discard the large fish bones, fish heads, and bouquet garni. Using a food mill fitted with the coarse grid, work the fish and vegetables into a large bowl. Stir the reduced cooking liquid into the fish purée and add the anise liquor and cayenne pepper. Taste and adjust the seasoning. The soup may be made up to 2 days ahead and refrigerated, or it may be frozen for up to 2 months.
To finish, return the soup to the pot and bring to a boil. Ladle it into bowls and serve piping hot with bowls of the croûtes, sauce rouille, and Gruyère on the side. Diners may stir the rouille into the soup, or spread it on the croûtes to soak in the soup. Lastly comes a sprinkling of cheese on top.
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