Clean the leek and carrots, then cut into thin rings and slices. Roughly dice the onions and mince the garlic clove.
Heat oil in a large saucepan over medium heat. Add the leek, carrots, onions, and garlic. Sauté for 3-4 minutes until softened. Add the rosemary and thyme. Deglaze the pan with white wine and season with salt. Simmer while preparing the mussels.
Clean the mussels and rinse under cold water for 1 minute. Discard any mussels that do not close.
Heat the cream in a separate saucepan over medium heat. Add the Roquefort and stir until melted. Simmer for 5-7 minutes until slightly reduced.
Add the mussels to the boiling wine stock, immediately cover with a lid, and cook for 10 minutes. Shake the pot every 2 minutes so the mussels cook evenly. Discard any that remain closed.
Remove the mussels with a slotted spoon and arrange on a plate. Pour some of the wine stock into the cheese sauce and stir. Pour the cheese sauce over the mussels.