Very slowly, drop
, whisk in the olive oil until the mixture thickens. Continue adding the oil in a thin stream, whisking constantly, until a mayonnaiselike mixture forms. (Alternatively, make the rouille in a blender.) Set aside.
To make the soup, in a heavy-bottomed soup pot over medium-high heat, warm the olive oil. Add the onion and leeks and sauté until translucent, 2 to 3 minutes. Add the tomatoes, garlic, bay leaf, thyme, fennel, orange zest, salt and pepper.