- Scrub mussels well to remove dirt and, if necessary, remove beards.
Place mussels in large saucepan or Dutch oven and add shallots, onions, parsley, salt, pepper, cayenne, wine, butter, bay leaf and thyme. Cover and bring to a boil over medium heat. Reduce heat and simmer 8 to 10 minutes, or until mussels have opened. Discard any that have not opened.
Strain liquid through a colander lined with cheesecloth and reserve; this is the base for the soup.
When cool enough to handle, remove mussels from shells and reserve. Discard shells and aromatics.
Bring reserved liquid to a low boil in a small saucepan. Add cream and return mixture almost to a boil, then remove from heat. Let cool slightly then add egg yolk and stir to combine. Return saucepan to heat and let thicken slightly. (Do not boil.)
Taste and adjust seasoning. To serve, arrange mussels in center of large soup dishes and spoon liquid over them. Sprinkle with chopped parsley.