Preheat the grill. Place the capsicum strips, skin-side-up, on the grill and grill 10 cm from the heat for 12 minutes or until the skin is blackened. When the capsicum strips are cool enough to handle, peel and transfer to a food processor or blender. Add the Tabasco sauce and 1 teaspoon of the oil, and purée.
Meanwhile, bring 1litre water to the boil in a large saucepan. Add the rice and a pinch of salt. Reduce to a simmer, cover and cook for 15 minutes or until the rice is tender. Drain and keep warm.
Heat the remaining oil in a large nonstick frying pan over moderate heat. Add the onion and garlic and cook for 5 minutes or until soft. Add the fennel and cook for 7 minutes or until tender. Stir in the tomatoes, stock, orange zest and a pinch of salt. Bring to the boil, reduce to a simmer, cover and cook for 5 minutes.
Add the prawns to the pan and cook for 4 minutes or until just cooked through. Stir the capsicum purée into the pan. Top with a good grinding of pepper and serve with the rice and a garnish of dill sprigs.