Scrub the mussels well to remove all exterior sand and dirt. Place them in a large kettle with the shallots, onions, parsley, salt, pepper, cayenne, wine, butter, bay leaf, and thyme. Cover and bring to a boil. Simmer 5 to 10 minutes, or until the mussels have opened. Discard any mussels that have not opened.
Serve the mussels and broth in hot soup plates with cru