Heat the oil in a large saucepan. Add the chorizos, shallot, garlic, fennel seeds and orange zest and stir over moderate heat until just beginning to brown, about 5 minutes. Add the clam juice, tomatoes and 1 1/3 cups of water. Cover and bring to a boil. Stir in the orzo, cover and cook until barely al dente, about 8 minutes. Add the mussels, cover and cook until they open, 4 to 5 minutes. Discard any unopened mussels and the orange zest. Serve with bread.
Wine Recommendation: 1995 Morgan Malvasia Bianca from California or 1994 CUNE Blanco Seco from Rioja, Spain.