Combine wine and mussels in a Dutch oven over medium-high heat. Cover and cook for 5 minutes or until mussels open; discard any unopened shells. Remove mussels from pan with a slotted spoon, reserving liquid. Remove meat from mussels, and discard shells. Place mussels in a large bowl. Line a sieve with dampened cheesecloth, allowing cheesecloth to extend over edge of sieve. Drain cooking liquid through sieve over a bowl, reserving liquid; discard cheesecloth.
Return liquid to pan; bring to a boil. Add shrimp and squid to pan; cook for 4 minutes or until done, stirring occasionally. Remove shrimp and squid with a slotted spoon; discard liquid. Add shrimp and squid to mussels.
Combine 1/4 cup lemon juice and next 6 ingredients (through garlic) in a bowl, stirring well with a whisk. Drizzle lemon juice mixture over shrimp mixture, tossing to coat.
Combine lettuce and fennel in a large bowl. Add remaining 4 teaspoons lemon juice to fennel mixture, and toss to coat. Arrange fennel mixture on a platter; top with shrimp mixture.