How to Make It
In a large pot, heat 3 tablespoons of the oil over moderately low heat. Add the onion, garlic, fennel, celery, bay leaf, orange zest, and turmeric. Cook, covered, stirring occasionally, until the vegetables are soft, about 15 minutes. Stir in the tomatoes and wine and simmer for 5 minutes.
Meanwhile, heat the broiler. Put the bread slices on a baking sheet and brush both sides with the remaining 2 tablespoons of oil. Broil the bread, turning once, until golden brown, about 4 minutes in all.
Discard any mussels that are broken or do not clamp shut when tapped. Add the water, salt, pepper, and mussels to the pot. Cover and bring to a boil. Cook, shaking the pot occasionally, just until the mussels open, 3 to 5 minutes.
As the mussels open, remove them from the pot with a slotted spoon. When the mussels are cool enough to handle, remove them from their shells. Remove the bay leaf. Stir the cream into the soup and bring just to a simmer. Stir in the mussels and the prosciutto and serve topped with the toasted slices of baguette.