For the fish, place the fillet pieces and the olive oil, saffron powder, garlic and thyme in a bowl and season with black pepper. Cover and marinate in the fridge for 2 hours.
For the soup, heat a large saucepan over a medium heat. Add the olive oil, onion, carrot and fennel and fry for 4-5 minutes, or until softened but not coloured.
Add the thyme sprigs, bay leaf, garlic and tomatoes, stir well and continue to cook for 1-2 minutes. Stir in the saffron powder.
Heat a separate, non-reactive saucepan until very hot, then pour in the white wine (the wine will bubble when it meets the heat of the pan). When the bubbles subside, remove the pan from the heat.
Pour the warmed wine over the vegetables, then stir in the tomato purée until well combined. Continue to cook for 2-3 minutes.
Add the fish bones to the mixture and continue to cook for 1-2 minutes. Pour over the water to cover the bones.
Bring the water to the boil, then reduce the heat until the mixture is simmering. Season, to taste, with salt and freshly ground black pepper. Continue to simmer for 20-30 minutes, skimming the surface of the mixture regularly.
When the fish soup mixture has thickened, blend ladlefuls of the mixture in a food processor, in batches, for 5-10 seconds, or until well combined. Strain each batch of blended soup through a fine sieve into a clean saucepan, pressing the mixture through the sieve with the back of the ladle to extract all of the liquid.
When you're ready to serve, heat the strained soup over a medium heat and poach the marinated fish pieces in the soup until the fish is cooked through. Add a dash of pastis as you warm the soup.
For the rouille, whisk the egg yolks and garlic in a bowl until well combined. Gradually whisk in the olive oil, in a thin stream, until the mixture has thickened and is well combined. (NB: If the rouille splits, just whisk in a little hot water to rebind.) Season, to taste, with salt, freshly ground black pepper and cayenne pepper. Finally, whisk in the saffron paste until well combined.
To serve, ladle the fish soup into 4 large serving bowls. Top each serving with a spoonful of rouille, then sprinkle over the croûtons, grated cheese and parsley.