In small bowl or glass, place saffron threads and hot water. Allow saffron “tea” to steep for 20 minutes.

In large stock pot, heat olive oil, shallots, and garlic on medium-low. Cook for 5 minutes, until shallots are soft. Add sliced fennel and salt and cook for 3 to 5 minutes more on medium. Turn up heat to medium-high, while stirring fennel constantly, and add wine. Reduce heat to medium and add saffron tea, vegetable stock, and tomatoes. Cover and simmer for 20 minutes, stirring occasionally. Reduce heat to medium-low if contents of pot begin to boil. After 20 to 25 minutes, broth will be rich and aromatic. With heat on medium, add mussels, cover, and allow to steam for 2 minutes, or until mussel shells open.

Pour broth into large serving bowl and, using slotted spoon, place mussels on top. Garnish with chopped fennel fronds and parsley and serve with crusty bread and lemon wedges.