Rinse and scrub mussels. Tap any slightly open mussels to see if they close, discarding any with damaged shells or that remain open. Remove any remaining beards and discard. Sit clean mussels in a colander to drain.
Heat a drizzle of oil in a large pot (with a lid) on medium heat. Stir-fry shallot, capsicum, chilli and garlic for about 4 minutes, until softened.
Increase heat to high and add mussels and wine. Bring to a simmer then cover and steam mussels for 5–6 minutes, until opened. While steaming, lift lid and gently stir mussels regularly.
Stir through cream, parsley, fish sauce and lemon juice and season to taste with pepper.
To serve, spoon chilli garlic mussels and broth into bowls and serve with your favourite crusty bread, toasted, on the side. Discard any mussels which remain unopened after steaming.