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STEP 1
Mix the peppers, carrots, scallion, capers, parsley, oil, vinegar, salt and pepper in a bowl.
STEP 2
Clean and de-beard the mussels. (Discard any with a broken shell or with open shells that do not close when tapped.) In a 6-quart pot, sauté the garlic in a little olive oil until translucent. Add the wine, bay leaves and slice of lemon to the pot and bring to a boil. Add the mussels and cover for about 5 minutes. Remove mussels when they open and set them aside to cool. Discard any mussels that do not open. Add vegetable mixture to the juices remaining in the pot and remove bay leaf and lemon. Remove the mussels from their shells and add to the vegetable mixture.
STEP 3
Transfer mussels and vegetable marinade to a suitable non-reactive container, cover with plastic wrap, and chill overnight. Rinse and reserve half of the shells. Place shells in a plastic bag and refrigerate.
STEP 4
The following day, place a mussel in each shell and spoon a small amount of the marinade over each one.
Serve chilled with crusty bread and a glass of Spanish white wine.