To roast the pepper cut it lengthwise in half and remove the stem, seeds, and inner membranes.
Place the pepper halves, cut sides down, on a cookie sheet.
Broil 5" from the heat about 10 minutes or until the skin begins to blister.
Then, place the pepper halves in a clean paper bag, close it, and let stand for 30 minutes.
Meanwhile, in a large heavy saucepan, combine the water, lemon juice, tarragon, shallots, garlic, and bay leaf.
Bring to a boil, then add the clams.
Reduce the heat, cover, and simmer about 5 minutes or until the clams open.
Drain; discard the liquid and any clams that did not open.
Cool until easy to handle.Remove the clams from their shells, transfer to a bowl, and cover to keep warm.
Reserve 32 of the shell halves.
Using a knife, pull the skin from the red pepper.
Discard the skin.
In a food processor or blender, puree the pepper.In a medium bowl, stir together the pureed pepper and the mayonnaise.
Add the clams, then toss until coated.To serve, place one clam in each of the reserved shell halves.
If desired, garnish the tops with the parsley.
Chefs Note: Always choose clams that have tighdy closed shells, which indicates they're alive.
If the shells are slightly agape, tap them lightly with your finger.
If they don't close, don't buy them.
Keep the clams refrigerated until you need them, and plan to use them within a day of purchase.