1 day before you plan to make the soup, thoroughly wash the fish bones using a spoon and clean brush to scrape away any clotted blood and remaining organs under cold running water. Thoroughly dry the fish and then set the pieces on a stainless steel wire rack set on top of an oven-safe tray.
Sprinkle the fish evenly on all sides with the salt and then leave it uncovered in the refrigerator for 24 hours.
When you're ready to make the soup, preheat the oven to 450 degrees F. Drain any excess water that's dripped off the fish from the tray and roast the fish on the rack until golden brown 15-20 minutes.
While the fish is roasting, add the olive oil, onions, celery, fennel and garlic to a large heavy bottomed pot and saute over medium heat until lightly browned and starting to caramelize (about 20 minutes).
Add the fennel seeds and saute until fragrant (another minute or two).
Deglaze the pan with the white wine, scraping any browned bits off of the bottom of the pan. Boil the mixture until it no longer smells like alcohol.
Add the water, tomatoes, thyme, parsley, and saffron. Add the roasted fish, partially cover and simmer for 1 hour, stirring occasionally to break up the pieces of fish.
When the soup is done cooking, use tongs or chopsticks to pick any large thick bones from the soup that might damage your food processor, like pieces of the head and spine.
Ladle the soup de poisson into a food processor and pulse 3-4 times until it's about the consistency of chunky salsa. Do not over process it.
Pass the soup through a wire mesh strainer pressing firmly down on the solids to extract as much liquid as possible. You can also use a food mill if you have one.
The solids should be very dry if you've pressed hard enough.
Put the solids back in the pot along with 2 cups of water and bring the mixture to a boil. Pass the mixture back through a strainer, pressing on the solids to extract as much liquid as possible.
Reheat the soup de poisson and finish by adjusting salt and pepper to taste and adding the Pernod. Serve and garnish with chopped parsley and grated Comté.