Heat the olive oil in a large sauté pan over medium heat. Add the fennel and bell peppers, and season with salt and pepper. Cook, stirring, for 2 to 3 minutes. Take the pan away from the heat and add the Herbsaint. Carefully place the pan back over the heat for about 15 seconds to get the alcohol warm, and flame, shaking the pan several times. Add the shallots, garlic, and heavy cream and stir in the saffron. Season with salt and pepper. Bring the liquid to a boil, then reduce the heat to a simmer. Add the mussels, cover the pan, and simmer until the mussels open, 3 to 4 minutes. Discard any unopened mussels.
To serve, spoon the mixture into 2 shallow bowls and garnish with the chopped parsley.
Yield: 2 servings