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1
Mix lime juice and saffron in small bowl. Let stand 30 minutes, stirring occasionally. Whisk in mayonnaise, oil, and hot pepper sauce. Cover and chill at least 4 hours to allow flavors to develop. DO AHEAD:
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2
Heat oil in heavy large pot over medium heat. Add shallots, garlic, crushed red pepper, and saffron and saute 4 minutes. Add wine; bring to boil. Add mussels and thyme; cover and cook until mussels open, about 5 minutes (discard any mussels that do not open). Strain mussel broth into large saucepan; add chorizo, tomato, roasted pepper, and parsley to liquid. Remove mussels from shells. DO AHEAD:
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3
Cover separately and refrigerate.
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4
Pour enough oil into heavy large saucepan to reach depth of 3 inches. Attach deep-fry thermometer to side of pan. Heat oil to 350u00b0F. Whisk eggs, milk, and cayenne in large bowl. Add bread; stir to coat. Let soak 2 minutes. Drain off excess liquid. Working in batches, add bread to hot oil and cook until brown, turning as necessary, about 2 minutes. Using slotted spoon, transfer to paper towels and drain.
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5
Preheat oven to 350u00b0F. Bring clam juice and wine to simmer in small saucepan. Pour into 7x5-inch baking dish. Add cod pieces to dish; sprinkle with salt and drizzle with oil. Bake until fish is opaque in center, basting with poaching liquid twice, about 8 minutes.
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6
Bring mussel broth to simmer. Add mussels and heat through. Divide mussels and broth among 4 shallow soup bowls. Top each with piece of cod, 3 croutons, and dollop of saffron mayonnaise.v