Rinse and de-beard the Mussels, discarding any that are cracked or remain open when tapped. Set aside and reserve any naturally released liquid if present.
Heat a generous glug of Olive Oil in a wide, heavy pan over medium heat. Add finely chopped Onion and cook until translucent, about 5–7 minutes, then stir in minced Garlic and cook 1 minute more until fragrant.
Sprinkle in the All-Purpose Flour and stir to coat the aromatics; cook 1–2 minutes to remove the raw flour taste. Add the Sweet Paprika and stir quickly to release its aroma—be careful not to burn it.
Pour in the White Wine to deglaze the pan, scraping up any browned bits. Let the wine simmer and reduce by about half, about 2–3 minutes.
Stir in the Crushed Tomato and add about 1 cup of Water plus up to 1/2 cup of reserved Mussel Cooking Liquid (or more water) to reach a loose, saucy consistency. Add the Bay Leaf and bring to a gentle simmer.
Season the sauce with salt and Black Pepper to taste, then let it simmer 8–10 minutes to marry the flavors and thicken slightly.
Increase the heat to medium-high, add the cleaned Mussels to the pan, cover, and cook for 4–6 minutes until the mussels open. Shake the pan once or twice during cooking to help them cook evenly. Discard any mussels that do not open.
Remove the pan from the heat, stir in chopped Parsley, and adjust seasoning with more Salt or Black Pepper if needed. Finish with a squeeze of Lemon over the mussels.
Serve immediately in shallow bowls with plenty of the sauce and warm crusty bread to soak up the juices.
