In a large pot of boiling water, cook the mussels until they start to open, 20 to 30 seconds. Using a slotted spoon, transfer the mussels to a bowl. Remove the mussels from their shells; discard any mussels that do not open. Cover and refrigerate the mussels. Strain the accumulated mussel juices into a small bowl.
In a medium saucepan, heat the olive oil. Add the onion, carrot and garlic and cook over moderately low heat until softened, about 4 minutes. Add the mussel juices and cook over moderate heat until reduced by half, about 4 minutes. Stir in the sherry vinegar, thyme, rosemary, pimentón, chives and orange zest and season with salt. Transfer the marinade to a bowl and refrigerate until cold, about 30 minutes.
Pour the marinade over the mussels, cover and refrigerate for at least 3 hours and up to 8 hours. Spoon the mussels into small bowls and top with the parsley. Serve with crusty bread.
Bright, citrusy Sauvignon Blanc.