Saute the onions and peppers in the olive oil until the onions have softened and changed color.
Stir in the flour and cook for a couple minutes until the flour begins to change color.
Season with the salt, pepper, paprika and cayenne.
Stir in the cream in batches and continue to stir as the sauce thickens.
Use kitchen scissors to chop the mussels directly into the sauce.
When nice and thick, remove the sauce from the heat and allow to cool while you clean up the mussel shells and prepare a plate of seasoned bread crumbs.
Spoon a generous amount of sauce into empty mussel shells and press them, sauce side down, into the bread crumbs. Remove to a tray and repeat for the other mussels. You may have extra shells.
At this point the mussels can be frozen on the tray. After they are frozen they can be placed in a freezer bag or other container. You don't have to thaw your tigres to cook them if they're frozen.
To cook, estimate the height of the filling and add oil to the same depth in a skillet. Heat over medium high heat. Place the tigres shell side up in the oil and fry until the bread crumbs are a nice color and the the filling is heated through.