Wash the mussels under cold running water, scrubbing away any debris.
In a large saucepan over medium-high heat, add the mussels, white wine, bay leaves, and peppercorns. Cover and cook for 5 minutes, stirring or shaking the pan every minute.
Remove the pan from heat. Using a slotted spoon, remove the mussel meat from the shells, discarding any that didn't open. Place the opened mussels in an ovenproof dish.
Pour the cooking liquid back into the saucepan and simmer over medium-high heat until reduced by half, about 5 minutes.
In another pan over medium heat, sauté the chopped onions and minced garlic until softened, about 3-5 minutes.
Add the cream and reduced mussel stock to the pan, stirring well. Stir in the finely chopped parsley and lemon juice.
Pour the sauce over the mussels in the ovenproof dish.
Place the dish in an oven preheated to 250 °C (482 °F) and heat for 5-10 minutes.