Heat a large sauté pan over high heat, add mussels and 1/4 cup of water. Cover and cook until mussels open, 2-4 minutes

Drain, discard any un-opened shells. Let cool, then scrape mussels from shells into a medium sized bowl.

Heat oil in a medium sauce pan over medium heat. Add sliced garlic, shallots, paprika, chili sauce and bay leaf. Reduce heat to medium low and cook, stirring often until garlic and shallot are soft but not golden, about 6 - 8 minutes.

Remove mixture from heat and stir in salt and vinegar.

Pour pickling mixture over mussels. Bring to room temperature and then spoon into preserving jars. Refrigerate for at least 3 days before serving to allow the flavors to develop.

Remove from refrigerator at least on hour before serving.