Separate the roe from the mussels, halve the mussels widthways. Put on a cloth. Heat the butter and add the shallots. Cover and sauté over a mild heat until soft. Season the scallops and add them to the pan. Cook on a mild heat for 1 minute. Add the roe and cook for 1 more minute. Remove the scallops and roe from the pan and keep them warm.
Add the wine to the shallots and reduce to 2 tablespoon. Stir in the stock and reduce to 1/2 cup. Add the creme fraiche and the dissolved saffron and simmer until the sauce has thickened slightly. Divide the sauce on 4 plates and arrange the mussels and roe on top.