The mussels are steamed with boiling water till they start to dislodge easily from the shell. Wash well and put to boil for a few minutes in salted water with the bay leaf.
Sauté the chopped onions, carrots and celery until tender. Add flour, tomato paste, chopped tomatoes and garlic. Pour 1 cup of clam broth and simmer 10 to 15 minutes, then rub through dense a sieve.
Pour the sauce into a baking dish and put clams in it. Bake in the oven for about half an hour.
Serve warm, sprinkled with chopped parsley