Preheat the oven to 375 degrees F.
In a medium pot, combine the mussels, wine, water, lemon juice, bay leaf, and crab boil, and bring to a boil. Cover, reduce the heat, and simmer until the mussels have opened, 5 to 6 minutes. Remove from the heat and discard any unopened mussels. Strain the cooking liquid through a strainer lined with cheesecloth into a clean container. Remove the mussels from the shells and set aside. Discard the shells.
In a large pot, cook the bacon over medium heat until just golden and starting to crisp, about 3 minutes. Add the onions and leeks, and cook until soft, about 4 minutes. Add the garlic, salt, and cayenne, and cook, stirring, for 30 seconds. Add the bay leaves and thyme, and stir well. Add the strained mussel cooking liquid, the potatoes, milk, and cream and bring to a boil. Reduce the heat and simmer until the potatoes are tender, about 12 minutes. Discard the bay leaf and thyme sprigs. Add the cooked mussels and simmer until warmed through. Remove from the heat and adjust the seasoning, to taste.
Meanwhile, place the bread slices on a baking sheet and rub on both sides with the garlic cloves. Bake until light golden brown, turning once, about 15 minutes. Remove from the oven and let cool slightly. Ladle into soup bowls, garnish with the parsley, and serve with the garlic croutons.