Put the crab in a medium bowl. Add the bell pepper, shallot, orange zest, grated radish, celery greens, salt and pepper.
Combine the mayonnaise and heavy cream in a small bowl. Add the dressing to the crab and mix well. Using a rounded spoonful, mound the crab salad onto the root end of each endive leaf and fill the leaves half their length. Arrange stuffed endive leaves on a platter and garnish with chopped parsley or chives.