Cut leeks into thin rings. Cut carrots into strips and blanch for roughly 4 minutes until tender, then drain.
In a pan over medium heat, cook leek rings in roughly equal proportions of white wine and butter for roughly 3 minutes. Pour in the cream, reduce heat to low, and simmer for roughly 5 minutes. Add the blanched carrots and season with pepper and freshly grated nutmeg.
Pour the remaining white wine into a wok or high-sided pan and bring to a boil over high heat. Add the mussels, cover, and cook for roughly 4 minutes. Discard any unopened mussels. Add the sauce to the remaining mussels and stir well.
Divide the mussels and sauce among deep plates and serve with baguette.