In a rondeau or similar pot, combine the mussels, wine, and bay leaf and bring to a boil. Cover tightly and cook over high heat until the mussels open, 3 to 5 minutes. Discard any mussels that do not open.
Remove the mussels from the shells and reserve. Strain the cooking liquid and set aside. Separate the mussel shells and keep one half of the shells, discardi