Cut bacon into 1" pieces, then chop until a fine paste forms (this can also be done in a food processor).
Heat vegetable oil in a medium skillet over medium. Cook bacon, stirring occasionally, until brown and crisp, about 4 minutes. Using a small fine-mesh sieve, transfer bacon to a small bowl.
Working in separate batches and transferring each item to bowl with bacon as it’s done, fry aromatics until brown (about 2 minutes for everything except mushrooms and shallot, which will take about 4 minutes). Let oil cool completely.
Pulse bacon, mushrooms, scallions, shallot, anchovies, chiles, garlic, ginger, cooled vegetable oil, sesame oil, and salt in a food processor until nearly smooth.
Cook haricots verts in a medium pot of boiling salted water until bright green and crisp-tender, about 3 minutes (4 minutes if using green beans). Transfer to a plate and chill to stop cooking while you grill the bread.
Prepare grill for medium-high heat (or heat a grill pan over medium-high). Brush both sides of bread with oil and grill until lightly charred, about 2 minutes per side.
Toss carrots, fennel, and haricots verts with lime zest and lime juice in a large bowl. Transfer to a platter and scatter crushed ice over. Place grilled bread and potatoes on another platter. Serve with XO sauce for dipping.
Sauce can be made 1 month ahead. Cover and chill. Bring to room temperature before using.
