Heat the olive oil in a frying pan over medium heat and cook and stir the red pepper, onion and garlic until the onion is soft, about 5 minutes. Stir in the fennel and cook for 5 minutes. Stir in the tomatoes with juice, cover and simmer until the fennel is tender, about 25 minutes. Season with salt and pepper.
Meanwhile, cook the potatoes in a saucepan of boiling water until they are just tender but not breaking up, about 8 minutes. Drain.
Pour the pepper and fennel sauce into a pie dish. Lay the skinned haddock fillets on the top and scatter over the drained potatoes. Sprinkle with the chillies and Parmesan cheese.
Bake in the preheated oven until golden, about 20 minutes.