Heat the butter in a large Dutch oven or pot over medium-high heat. Add the curry powder and cook, stirring, 30 seconds. Add the onion, celery, shallots, garlic, 1/2 teaspoon salt, and pepper to taste; cook until the vegetables are translucent, 4 to 5 minutes. Add the wine and 1/4 cup water and bring to a boil over high heat. Stir in the mussels; cover and cook, shaking the pot occasionally, until the mussels open, 3 to 5 minutes. Transfer the open mussels to a bowl using a slotted spoon (discard any that do not open). Cover the bowl and set aside.
Add the cream to the pot with the cooking liquid and vegetables; bring to a boil and cook until reduced by half, 5 to 8 minutes. Stir in the cognac and lemon juice. Return the mussels to the pot and stir to coat with the sauce. Serve with the lemon wedges and toasted baguette slices.