In a large pot over medium heat, add butter and when it starts sizzling, add shallots; sauté for 1 minute. Add garlic and lemon zest; sauté for 1 minute.
Stir in white wine and lemon juice; season with black pepper. Increase the heat to high and bring to a boil. As soon as the mixture is boiling, add mussels. Cover and cook for 3 minutes. Add parsley, stir well, cover and cook for another 2 minutes or until the mussels open. Discard any mussels that remain closed.
Remove mussels with a slotted spoon and place them in serving bowl; set aside. Reduce broth to half. Add heavy cream, stir well and cook until sauce thickens, about 2 to 2 ½ minutes. Before the sauce is done, taste and adjust if necessary.
Pour sauce over mussels and garnish with lemon wedges. Serve along with crusty bread.