Thoroughly rinse the mussels under cold water, scrubbing the shells with a brush and removing the beard. Discard any that remain open when tapped lightly.
Heat the olive oil in a large saucepan over medium heat. Add the chopped onion and gently fry until soft and translucent, about 5–7 minutes.
Stir in the chopped garlic and bay leaf, cooking for a further minute until fragrant.
Add the passata and sweet paprika, stirring well. Cook over medium heat for 5–7 minutes until the sauce thickens slightly.
Pour in the white wine, increase the heat and bring to the boil. Let it bubble for about 2 minutes to burn off the alcohol.
Add the mussels, cover the pan with a lid and turn the heat up to high. Cook for 3–5 minutes, shaking the pan occasionally, until all the mussels have opened.
Remove from the heat and discard any mussels that have not opened. Season with salt and freshly ground black pepper, then sprinkle over the chopped parsley.
Serve immediately in warmed bowls with crusty bread on the side for dipping.