Bring 2 cups water to a boil with lemon juice, vinegar, peppercorns, fennel seeds and salt. Add squid and cook over low heat until tender, about 20 minutes. Leave squid in liquid to cool.
Leave mussels in a bowl of cold water for 15 minutes, then strain. Discard open mussels. Rinse remaining mussels in cold water until all traces of sand are removed.
In a large saucepan, bring white wine and bay leaf to a boil. Add mussels, cover and cook for about 10 minutes until they open. Strain and discard any mussels that remain closed. Remove flesh from open shells. Set aside to let cool.
Remove squid from cooking liquid and cut into small pieces. Combine squid, mussels and prawns in a bowl. Mix in celery, tomatoes, onion, garlic and parsley. Place lettuce leaves on individual bowls or plates.
To make vinaigrette, whisk oil, lemon juice and cayenne pepper until combined; add salt and pepper to taste. Drizzle over salad, toss lightly and spoon onto lettuce.
Choose mussels that are firmly closed or that close when tapped sharply or squeezed. Any open mussels must be discarded as they are not fit for eating.