In a heavy bottomed pot set over medium-high heat, add the wine, lemon juice and the mussels. Cover the pot and allow it to boil. Once the pot has come to a boil, turn off the heat and remove the mussels. Pick the mussels from their shells, and roughly chop them. Separate 9 mussel shells at the joint so that you are left with 18 individual shells. Strain and reserve the broth.
In a sauté pan set over a medium high heat, add the olive oil and the tasso. Render the tasso for 2-3 minutes, and then add the onion and garlic. Saute for 3-4 minutes. Once the onions have become translucent, add the chopped mussels, chili sauce, parsley, 1/2 teaspoon of salt and 1/4 teaspoon of pepper to the pan. Cook for another 5 minutes.
For the Aioli:
In a food processor or blender, blend the egg, mustard, lemon juice and garlic for 20 seconds. With the machine running, slowly pour in the oil through the feed tube. The mixture will thicken. Season with salt and pepper and pulse once or twice to blend.
Fill the reserved mussel shells half way with the stuffing.
To make the sauce, melt the butter in a saucepan over medium-high heat and add the flour. Stir to form a roux, and slowly add the reserved mussel broth and the remaining salt and pepper. Whisk the sauce continuously to keep any lumps from forming. Bring the sauce to a boil and reduce to a simmer. Let simmer for 5-7 minutes to cook out the roux. Remove from the heat and allow the sauce to cool. Using a small spoon, place a dollop of the sauce over each mussel, and seal the edges with the cupped side of the spoon. Refrigerate for an hour or more to ensure that the sauce hardens.
In a small mixing bowl, have the eggs and water whisked together. In a separate bowl, combine the breadcrumbs and cheese. Remove the mussels from the refrigerator, and dip each mussel, stuffing side down into the egg wash, followed by the breadcrumbs.
Fry the mussels stuffed side down for 2-3 minutes, or until golden brown.
Serve with the roasted garlic aioli.