For the aioli: Bring about 1/2 cup of water to a boil. Place the saffron threads in a small bowl. Spoon out 2 teaspoons of the water and pour over the saffron threads to "bloom." Mix together the mayonnaise, saffron water and garlic paste in a small bowl. Season to taste with salt and pepper. Refrigerate for up to 3 days.
For the cioppino: Heat the vegetable oil in a medium pot over medium heat. Add the leeks, garlic, fennel, orange zest and saffron. Cook the vegetables until tender. Pour in the Pernod and either light the liquid with a flame to flambe or you can cook over medium heat for 2 to 3 minutes to cook off the alcohol.
Add the chopped tomatoes and gochujang and cook down until most of the water is cooked out. Pour in the chicken stock just to cover the vegetables and bring up to a boil. Reduce the heat to a simmer and cook for about 15 minutes. Add the diced potatoes to the vegetables. Season the shrimp on both sides with salt and pepper. Lay the shrimp on top of the vegetables and cook for 2 minutes. Flip the shrimp, turn off the heat and let the shrimp finish cooking in the hot liquid, about 2 minutes.
To serve, set out 4 bowls. Spoon the vegetables into the bottom of the bowls. Arrange the shrimp in a circle on top of the vegetables. Spread the toasted baguette croutons with 4 tablespoons of the aioli. Reserve the remaining aioli for another use. Garnish the top of each cioppino with a crouton and some of the reserved fennel fronds.
Gochujang is a spicy, slightly sweet fermented chili paste popular in Korean cuisine. You can find it in Asian supermarkets and specialty food stores.