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Cut the eggplants in half, toss them in some olive oil, and season them with salt and pepper. Put them cut side down on a baking sheet and bake for 20 minutes. Meanwhile, cut the tomatoes in half, toss them in some olive oil, and season them with salt and pepper; set aside. Toast the fennel seeds in a dry skillet over medium heat just until they become fragrant, about 1 minute. Grind them to a powder in a spice mill. Brush some olive oil onto the tuna steaks and sprinkle them with the ground fennel. Cover and refrigerate until ready to grill.
Make the sauce: Cook the chicken stock with the lemon peel over medium-high heat for about 10 minutes, or until it has reduced by half. Take the pan off the heat and discard the lemon peel. Stir in the paprika and creme fraiche and season it with a little salt and pepper. Buzz the sauce with an immersion blender (or process it in a regular blender) until it is foamy.
Get grilling: Heat the grill; brush the grate with some olive oil. Season the tuna with salt and pepper and drizzle over some olive oil. Grill them until medium-rare (or to your liking), about 3 to 4 minutes per side. Grill the tomatoes and eggplant until slightly charred. Put the grilled tomatoes and eggplant into a bowl and toss them with some of the sauce.