Rinse the mussels under cold water, scrubbing the shells with a stiff brush and removing any beards; discard any that don’t close when tapped.
In a large pot with a lid, heat the extra-virgin olive oil over medium heat. Add the chopped onion and cook until softened and translucent, about 5 to 7 minutes.
Add the minced garlic and bay leaf, and cook for another minute, until fragrant.
Stir in the crushed tomatoes and sweet paprika, and cook over medium heat for 5 to 7 minutes, until the sauce thickens slightly.
Pour in the dry white wine, increase the heat to medium-high, and simmer for 2 minutes to cook off the alcohol.
Add the mussels, cover, and cook over high heat for 3 to 5 minutes, shaking the pot occasionally, until all the mussels have opened.
Remove from heat. Discard any mussels that remain closed. Stir in the chopped fresh parsley and season with salt and pepper to taste.
Serve immediately in a deep dish, spooning the sauce over the mussels. Offer crusty bread on the side for dipping.