1. Preheat broiler. Cut bell peppers in half lengthwise; discard seeds and membranes. Place pepper halves, skin sides up, on a foil-lined baking sheet; flatten with hand. Broil 15 minutes or until blackened. Place in a paper bag; fold to close tightly. Let stand 10 minutes. Peel and chop; set aside.

2. Trim tough outer leaves from fennel. Mince feathery fronds to measure 2 tablespoons; set aside. Remove and discard stalks. Cut bulbs in half lengthwise; discard core. Chop bulbs to measure about 4 cups.

3. Heat oil in a large Dutch oven over medium heat. Add fennel bulb, leek, and next 3 ingredients (through salt); cover and cook 10 minutes, stirring occasionally. Add broth, water, and bay leaf; bring to a boil. Cover, reduce heat, and simmer 12 minutes. Discard bay leaf. Stir in spinach and black pepper. Remove from heat; cover and let stand 5 minutes at room temperature.

4. Pour half of fennel mixture into a blender. Remove center piece of blender lid (to allow steam to escape); secure blender lid on blender. Place a clean towel over opening in blender lid (to avoid splatters). Blend until smooth. Pour into a large bowl. Repeat procedure with remaining fennel mixture. Return pureed soup to pan; heat over medium heat 2 minutes or until thoroughly heated.

5. Combine roasted bell peppers, yogurt, lemon rind, lemon juice, and ground red pepper in a food processor; process until smooth.

6. Ladle about 3/4 cup soup into each of 8 bowls; top each serving with 2 tablespoons yogurt mixture. Garnish with fennel fronds.