In a saute pan, heat the olive oil. When the pan is hot, saute the fennel, peppers, shallots and garlic for 2 to 3 minutes. Season with salt and pepper. Pull the pan away from the heat and flame the Herbsaint. Place back on the heat and add the cream. Stir in the saffron.

Bring the heat up to a boil and reduce to a simmer. Add the mussels and cover. Simmer the mixture for 3 to 4 minutes or until the mussels open. Spoon the mixture into shallow bowls and garnish with chopped parsley.