Heat oil in heavy large skillet over medium-high heat. Add mushrooms and saute until golden, about 5 minutes. Set mushrooms aside. Cook bacon in heavy large Dutch oven over medium heat until almost crisp, stirring often, about 3 minutes. Add onion, fennel, bell pepper, fennel seeds and garlic; saute until vegetables are almost tender, about 5 minutes. Add potatoes, chicken broth, tomatoes with their juices and tomato sauce and bring to boil. Reduce heat and simmer until potatoes are almost tender, about 25 minutes. Mix in mushrooms. (Can be made 1 day ahead. Cover and refrigerate. Bring soup to simmer before continuing.) Add halibut, red snapper and sole to soup and simmer just until fish is cooked through, about 6 minutes. Season with salt and pepper. Ladle into bowls. Sprinkle with parsley.