Brush and clean the mussels twice under cold running water.
Drop the mussels into a cast iron dish (le Creuset style) and cover with the wine, garlic, and bouquet garni. Sprinkle with salt and pepper. Cover and place on medium-high heat. Shake the mussels around regularly for uniform cooking. Cook until all mussels are open. It will take about 10 minutes.
Drain the liquid from the mussels over a bowl, filtering the juices through a sieve.
Remove the mussels from their shells.
Place the strained liquid, heavy cream and saffron threads in a saucepan and place on medium low heat, stirring continually and allowing the saffron to infuse the cream. Check taste and season as needed.
In a separate bowl whisk the egg yolk with a little of the heated saffron cream, then pour all of the cream and the egg yolk mixture back into the cast iron dish used earlier. Add the mussels and place on medium low heat to warm through.
Serve the mussels as soon as they are hot enough into bowls or deep plates.
Serve either as a starter or with rice (steam or buttered).
Enjoy with a strong white wine!