How to Make It
Preheat the oven to 425°. Discard any mussels that are gaping, keeping only those that are firmly closed. Place the mussels in a deep skillet with 3 tablespoons of water and cook over moderately high heat, stirring frequently. As the mussels open, transfer them to a large platter with a slotted spoon.
When all the mussels are cooked, strain the liquid in the pan through a sieve lined with several layers of cheesecloth. (You should have 1/4 cup of liquid; if not, make up the balance with a little dry white wine.) Remove the mussels from their shells, reserving 1 half shell for each mussel; set the shells on a baking sheet and fill each with a mussel.
In a small bowl, combine the bread crumbs, parsley, garlic, grated cheese and oregano. Evenly sprinkle the crumbs over the mussels, then drizzle with the olive oil and the strained mussel liquid.
Bake the mussels in the oven for about 10 minutes, or until the tops are brown and crisp. Serve hot or at room temperature. (Do not reheat or the mussels will toughen.)