Heat the oil in a large saucepan over medium-high heat. Add the shallots, garlic, salt and pepper and saute for 2 minutes. Add the mussels, a touch of water and cover to steam until the mussels open.
Meanwhile, in a skillet (no oil) over medium-high heat, add the chorizo, fennel, tomatoes and chile flakes and heat over medium-high heat.
Cover the pan with a lid to bring up the temperature. Add the white wine and cook uncovered to reduce for 2 minutes, then add the fra diavolo tomato sauce and simmer for 5 minutes.
Once the mussels open, remove them from the liquid and place them on a plate. Add the mussel liquid to the skillet with the tomato mixture and mix it in to build layers of flavors. Add the mussels and parsley, mix and season to taste.
In a bowl, plate the mussels and generously cover with the sauce.