Instructions
Step 1
Make the broth: Place the fish heads, tails, and bones in a bowl of cold water and soak for 10 minutes. Drain and discard water.
Step 2
To a large pot over high heat, add the fish scraps, 2 garlic cloves, the bay leaves, and 4 quarts of cold water, and bring to a boil. Meanwhile, to a comal or skillet over high heat, add the halved onion, cut-side-down, and cook until browned, 6 minutes. Add to the broth, then turn the heat to low and simmer, skimming occasionally, until the fish bones are soft and the meat has separated from the tails and heads, about 1 hour.
Step 3
Strain the broth and set aside. (You should have about 3 quarts of broth.) Allow the fish heads and tails to cool, then pull off the meat and set aside. Reserve the fish bones (see headnote) or discard.
Step 4
To a small food processor, add the chiles, achiote, and oregano, and purée, adding up to ¼ cup of water if necessary to make a smooth paste. Strain through a fine-mesh sieve and set aside.
Step 5
To the same large pot over medium heat, add the oil. When the oil is shimmering and hot, add the remaining garlic and onion and cook until softened, 4 minutes. Add the reserved chile paste and continue cooking until the mixture deepens to a dark red color, 5 minutes. Add the lime and grapefruit juices, scrape up the browned bits from the bottom of the pot, and stir until the liquid has reduced slightly, about 1 minute. Add the epazote, paprika, and the reserved broth, turn the heat to low, and simmer for 30 minutes. Season to taste with salt.
Step 6
Make the chochoyotes: In a large bowl, stir together the masa, epazote, salt, and reserved fish meat. Add 1 cup of warm water and stir until a soft, pliable dough forms. (If using masa harina, you may need additional water.)
Step 7
Using your hands, roll the dough into 1-inch balls (about 1½ ounces each). (You should have about 36 balls.) Using the tip of your finger, press an indentation into the center of each ball. Cover the chochoyotes with a damp cloth or plastic wrap.
Step 8
Bring the broth back to a boil, then carefully add the chochoyotes without crowding. Cook until the chochoyotes float to the top, about 15 minutes. Season to taste with salt. Divide among bowls, garnish with cilantro, avocado, and onion, and serve immediately.