Clean the mussels and discard any mussels that are damaged or open. In a large boiler set over high heat, add the wine, bay leaf and parsley stalks. Bring to a boil and add the mussels and cover. Leave until all the mussels have opened. This will take about 5 minutes. Discard any mussels that have not opened.
Remove the mussels from the liquor and discard the liquor. Take the mussels out of the shells, reserving the shells. Roughly chop up the mussels and set them aside.
In a large skillet set over medium high heat, add a tablespoon of olive oil, onion, green pepper and garlic. Stir well and cook for about 5 minutes until they become soft. Add the tomato and continue to cook for about 5 more minutes until all vegetables are cooked and soft. Add the chopped mussels, season with salt and pepper. Cook for a further few minutes and remove from heat.
Make the bechamel by setting a saucepan over medium to high heat. Add the butter until melted. Add all the flour at once and stir quickly to incorporate until you have a very thick paste. Gradually start to whisk in your milk. Whisk as you pour in the milk. Continue doing so until you have a thick sauce. This will take about 8 minutes. Season with salt and pepper.
Pour sauce into your vegetable mussel mixture. Return to a low heat and simmer for about 10 minutes. Sauce will continue to thicken. Remove from heat and leave to cool.
With a teaspoon, fill each mussel shell with the mixture. Dip it into flour, the beaten egg and the bread crumbs. Repeat until you have used all your mixture.
In a deep sided skillet, add about 2 inches of olive oil and heat it over medium high heat. Add the mussels shell side down and cook for about a minute then turn them over and cook until they are golden brown and crispy. This will take about 2 - 3 minutes longer. Remove from pan and drain on paper towels. Repeat for all mussels.
Sprinkle with fresh parsley and serve straight away.