Warm the sherry (30 seconds in the microwave works), and add the pinch of saffron.
To a dutch oven or deep pot with a lid over medium-high heat, add a drizzle of olive oil, the garlic, shallot, and crushed red pepper.
When the shallot and garlic are fragrant (not browned), add the diced chorizo. Saute until the chorizo begins to give up some color, and shallot is transparent – about 5 minutes total.
Add the broth/stock, saffron infused sherry, smoked paprika, and bay leaf. Lower heat and simmer while you prepare the baguette.
Just prior to serving, add the mussels to the pot, cover, and cook 2 to 3 minutes (until the mussels are open). Ladle the broth over the mussels to let the shells catch a bit of the goodness, then ladle into shallow bowls.
Garnish with chopped parsley and toasted baguette.
Preheat broiler. Slice baguette 1/2 to 3/4 inches thick. Arrange on a baking sheet. Brush with olive oil.
Place under broiler. Broil until baguette begins to brown. Remove from the oven.
Using a vegetable peeler, add 1 or 2 thin slices of cheese to each slice. Return to the broiler until cheese is melted.
Top each bowl of mussels with 1 or 2 slices of toasted baguette.
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