In a small pot, steep the saffron in the stock over medium-low while you make the sauce.
In a large skillet with a lid, heat the EVOO, two turns of the pan, over medium-high. Add the onion, garlic and bay leaf; season with salt and pepper. Stir until the onion softens, 1 to 2 minutes. Add the tomatoes; cover and cook, shaking the pan occasionally, until the tomatoes burst, about 10 minutes. (With a spoon, break up any tomatoes that haven't burst.) Stir in the wine and saffron stock; simmer until the liquid reduces slightly, 1 to 2 minutes.
Season the fish with salt and pepper; add to the skillet. Cover and poach until the fish is cooked through, 6 to 7 minutes. Remove the bay leaf.
Meanwhile, on a cutting board, make a gremolata by chopping together the parsley, citrus zests and anchovies, if using.
Divide the fish and the sauce among bowls. Sprinkle with the gremolata. Serve with the bread.