Clean the mussels. Peel and finely chop the shallot.
Sweat the shallots in a saucepan with a little olive oil. Add the mussels, garlic, thyme, bay leaf, parsley and white wine. Bring to the boil then cover with the fish stock (or water) - add enough liquid so that the mussels are submerged by 2cm. Cook over a gentle heat for 5 minutes then remove the mussels from the pan. Reduce the liquid to 3/4 then add the cream and the saffron. Place in a blender and blitz the liquid until frothy. Season with salt and pepper.
Remove the mussels from their shells and place in the bottom of deep plates. Pour the hot mussel cream over the mussels and serve immediately.
«Try making this recipe with a mixture of mussels, cockles, clams etc for an even more impressive dish.»