Heat the olive oil in a deep pan on the stove and sauté the onion and pepper until soft. Add the cleaned mussels and a few seconds later, pour in the white wine. Add in and mix with the mustard and spices to taste in.
Simmer until the sauce thickens. Add crumbled feta cheese and mix gently. Let it sit on the stove until the cheese melts slightly.
Serve the Saganaki mussels with fresh chopped parsley and garnish them with fried potatoes.