In a large pot, melt the butter over medium-high heat. Add the onions and leeks and cook, stirring, until tender, about 5 minutes. Add the garlic, parsley, and bay leaf and cook, stirring, for 1 minute. Add the mussels, cider, Calvados, and cream, and bring to a boil. Cover, lower the heat and cook, shaking the pan occasionally, until the mussels open, about 5 minutes. Remove from the heat.
Discard any mussels that do not open. Carefully slip the cheese into as many mussels as possible. Cover the pan until the cheese is melted, about 1 minute.
Pour into a large, deep serving bowl and garnish with additional parsley. Serve immediately with hot French bread for dipping.
Yield: 4 to 6 servings