How to Make It
In a large, wide saucepan, combine the wine, thyme and garlic with 1 1/4 cups of water and bring to a boil. Add the mussels, cover and cook over moderately high heat, shaking the pan a few times, until the mussels open, about 3 minutes. Using a slotted spoon, transfer the mussels to a large bowl. Discard any mussels that do not open.
Pour the cooking liquid through a fine-mesh strainer into a large heatproof measuring cup. Wash the pan and pour in the cooking liquid, leaving behind any grit. Boil the cooking liquid until reduced to 1 1/2 cups, about 10 minutes.
Add the cream, citrus zests and saffron and bring to a boil. Reduce the heat and simmer until slightly thickened, about 3 minutes. Stir in the butter until melted, then stir in the mussels until heated through. Season with salt and pepper and serve with grilled bread.