How to Make It
Melt the butter in a Dutch oven or large casserole over medium heat. Add the shallots and cook until they turn translucent, about 5 minutes. Add the mussels and raise the heat to high. Pour in the white wine, season with pepper, cover, and cook, shaking the pot, until the mussels open, 3 to 4 minutes. Transfer the mussels into a large cheesecloth-lined sieve set over a bowl to catch the broth. Reserve the mussels and the broth separately.
Let the mussels cool slightly and remove them from the shells; pull off and discard any black fibers and the shells. Set the mussels aside, covered. Discard the shallots in the sieve. If you are going to keep the soup until the next day, refrigerate the mussels, well covered.
Melt the butter and olive oil in a large pot over medium heat. Add the onions and cook, stirring, just until they turn translucent, 5 to 7 minutes. Add the fennel, celery, leeks, carrots, and tomatoes and cook until the vegetables are tender, about 15 minutes. Add the saffron, sachet, heavy cream, mussel liquid and chicken stock. Taste and season with salt and pepper. Bring the mixture to a boil and cook for 20 minutes until all the vegetables are tender. Skim the soup to remove any foam as it cooks.
Transfer the soup to a blender. Puree the soup and push it through a fine mesh sieve; add salt and pepper as needed. The soup can be cooled, poured into covered containers, and kept in the refrigerator for about 4 days, or frozen for 1 month. Bring to a boil before serving.
In a medium bowl, mix together the breadcrumbs, butter, parsley, garlic, almonds and ham. Season with salt and pepper. Between two pieces of parchment paper, roll out the butter mixture until you form a 4-inch square. Place the packet in the freezer for at least 1/2 hour. Remove from the freezer and cut the packet into 4 small squares and keep them refrigerated until needed.
Preheat the broiler. Butter four shallow gratin dishes. (The dishes should be about 1-inch deep and 6 inches in diameter.) Using a 2-inch ring, divide the mussels among the gratin dishes placing them inside the ring. Remove the ring and place the square butter packets over the mussels and bake underneath the broiler until the tops are golden brown, 2 to 4 minutes. Pull the dishes from under the broiler.
Gently unmold the mussel gratin and place into the center of each warm bowl. Ladle the hot soup around the mussels. Serve immediately.