Preheat the grill.
Prepare a charcoal or gas grill for medium-high heat.
Season the seafood.
Mix olive oil and chili pepper spread in a bowl. Toss shrimp and squid with the mixture until coated. Skewer the shrimp and refrigerate until ready to cook.
Cook the vegetables.
Heat a wok or large skillet over medium heat. Add avocado oil, onions, fennel, jalapeño, and salt. Cook for 4–5 minutes until softened. Stir in garlic and cook for 1 additional minute.
Deglaze with wine.
Add white wine and scrape up any browned bits from the bottom of the pan. Simmer for 1–2 minutes.
Build the broth.
Pour in stock and fire-roasted tomatoes. Bring to a gentle boil.
Steam the mussels.
Add mussels to the broth, cover, and cook over indirect heat until the mussels open.
Cook the ’nduja sausage.
In a small skillet over direct heat, cook the ’nduja until melted and fragrant. Remove the sausage pieces with a slotted spoon and reserve.
Cook the squid.
Leave about 1 tablespoon of the spicy oil in the skillet. Add squid and cook over high heat for 1–3 minutes until opaque and curled. Transfer squid to the tomato broth.
Grill the shrimp.
Sear shrimp skewers over direct heat for about 2 minutes per side. Add cooked shrimp to the broth.
Grill the bread.
Brush baguette slices with olive oil and grill until toasted.
Serve.
Discard unopened mussels. Garnish the seafood broth with parsley and reserved ’nduja. Serve hot with grilled bread for dipping.