How to Make It
In a large, wide saucepan, combine the wine, water, thyme and garlic and bring to a boil. Add the mussels, cover and cook over moderately high heat, shaking the pot a few times, until the mussels open, about 3 minutes. Using a slotted spoon, transfer the mussels to a large bowl.
Pour the cooking liquid through a fine-mesh strainer into a large heatproof measuring cup. Wash the pot 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, saffron and citrus zests and bring to a boil. Reduce the heat and simmer until thickened slightly, 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.