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1
Pull the beards from the mussels. Scrub the mussels well under cold running water. Set aside.
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2
Combine the shallots, wine, and saffron threads in a pot large enough to hold the mussels. Place over medium-high heat and bring to a boil. Add the mussels, cover the pot tightly, and reduce the heat to medium-low. Cook the mussels for 5-6 minutes, shaking the pot occasionally. Remove the mussels from the pot as their shells open. Remove the meat from the shells; refrigerate. Strain the cooking liquid and reserve.
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3
Heat the butter in a 3-quart pot over medium heat. Add the onion and stir to coat evenly. Cover the pot and cook the onion until translucent, 3-4 minutes. Add the flour and cook, 3-4 minutes, stirring almost constantly with a wooden spoon.
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4
Gradually add the mussel cooking liquid and fish broth, using a whisk to work out any lumps after each addition. Add the sachet and bring to a simmer. Simmer gently, 45 minutes, stirring occasionally and skimming as necessary.
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5
Discard the sachet. Strain the soup through cheesecloth or a fine sieve. Return the soup to the stove and bring to a simmer.
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6
Make a liaison by blending the egg yolk with the cream in a bowl. Stir in about 1 cup of the hot soup, then stir the heated liaison mixture into the soup. Simmer, 3 minutes.
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7
Add the mussel meat to the soup and simmer until the mussels are heated through. Adjust the seasoning. Serve in heated bowls.
