This Spanish-inspired sauce is slightly smoky from the charred onions. Add the crunch of almonds and the delightful astringency of saffron, and you’ve got heavenly mussels. For best results, soak the toasted saffron for several hours if possible.This Spanish-inspired sauce is slightly smoky from the charred onions. Add the crunch of almonds and the delightful astringency of saffron, and you’ve got heavenly mussels. For best results, soak the toasted saffron for several hours if possible.