Scrub mussels and pull out hairy beards. Rinse well and drain.

Place mussels, 250 millilitres of the wine and bay leaves in a wide, heavy-based saucepan. Cover and cook over medium heat, shaking the pan occasionally, for 5 minutes, or just until mussels begin to open.

As soon as they open, remove from the pan and place in a colander set over a bowl. Allow to cool, removing mussels from their shells and reserving cooking liquid for another dish such as soup or risotto.

To make escabeche, heat oil in a heavy-based saucepan over medium heat. Add onion, garlic and a pinch of salt and cook for 5 minutes, or until the onion is lightly coloured. Add vinegar, paprika, peppercorns and remaining wine, then bring to the boil over high heat. Reduce heat and simmer for 8 minutes, then remove from heat and leave to cool for 10 minutes.

Stir mussels into escabeche and pour into a shallow dish. Leave to cool, then cover and refrigerate overnight. Serve chilled.