Bring the wine to a boil in a medium saucepan. Add the mussels, cover and cook over high heat, shaking the pan a few times, until they open, 3 minutes; transfer to a large bowl. Shell the mussels and reserve. Rinse out the pan. Pour the mussel liquid into the pan, stopping before you reach the grit at the bottom.
In a small bowl, mix the mayonnaise with the garlic, parsley and lemon juice. Season with cayenne, salt and pepper.
Heat the oil in a large skillet. Season the cod with salt and black pepper and cook over moderate heat until lightly browned, about 4 minutes per side.
Bring the mussel liquid to a boil and remove from the heat. Whisk in the mayonnaise, then stir in the mussels. Transfer the cod to shallow bowls and spoon the mussels and sauce around it. Garnish with the red pepper strips and serve.
When prepping the mussels, rinse and scrub the shells clean. Pull off the beard, the threads hanging from between the closed shells. If the shell is open, tap gently—if it closes, the mussel is still alive and thus, safe to cook. If it remains open, discard.
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