Heat oil in a large saucepan over medium heat. Add chickpeas, tomatoes, onion, garlic and pimentos. Cook, stirring frequently, until softened, 6 to 8 minutes.
Stir in oregano, pepper and saffron. Cook, stirring, until fragrant, about 30 seconds. Pour in broth and sherry, stirring to scrape up any browned bits. Bring to a simmer.
Add mussels and stir to combine. Return to a simmer. Cover, reduce heat and simmer until the mussels open, 6 to 8 minutes. Stir; discard any unopened mussels before serving.
To debeard a mussel, hold the mussel in one hand. Firmly pull out the black fibrous "beard" from the shell.