In a 12 to 14-inch saute pan, heat the olive oil over medium heat until just smoking. Add the shaved fennel and mussels and cook for 3 minutes, until fennel is soft.
Add the white wine and orange zest and segments and cook until all the mussels have opened. Season with salt and pepper and sprinkle with fennel fronds.
Pour into serving bowl and serve immediately.
Recipe courtesy of Mario Batali, 2001