Rinse the mussels thoroughly, removing the beards.
Discard any mussels with cracked shells or those not closing tightly when touched.
In a large skillet, combine mussels, water, and lemon.
Bring to a boil over high heat, removing mussels as they open.
Discard unopened mussels.
Reserve ½ cup of the cooking liquid.
Finely chop the mussel meat and reserve half of each shell for filling.
Wipe out the skillet.
Heat olive oil in the same skillet over medium heat.
Add onion and bell pepper, cooking until softened, about 8 minutes.
Add garlic and ham, cooking for an additional 1 minute.
Stir in tomato sauce, mussel meat, parsley, salt, and pepper.
Cook until the sauce and seasonings are absorbed.
Divide the mussel mixture among the reserved shell halves, placing them in a pan.
Prepare the white sauce: Melt butter in a small saucepan over medium heat.
Add flour and cook, stirring, for 1 to 2 minutes.
Gradually pour in the reserved cooking liquid and milk.
Cook, stirring constantly, until thickened and smooth.
Season with salt and pepper.
Let cool, stirring occasionally.
Using a teaspoon, cover the filled shells with the sauce, sealing the edges by smoothing with the cupped side of the spoon.
Refrigerate for at least 1 hour or until the sauce solidifies.
Heat at least 1 inch of oil in a medium skillet over medium-high heat (or use a deep fryer set at 360°F) until it turns a cube of bread light brown in 60 seconds.
Place eggs and bread crumbs in separate shallow bowls.
Dip each mussel in the egg (the whole mussel), dredge in the bread crumbs, and place in the oil.
Cook, filled side down, until well browned.
Let drain on paper towels.
Serve this Stuffed Fried Mussels Elegance hot and revel in the irresistible blend of textures and flavors.
Enjoy the culinary journey inspired by the iconic Madrid bar, Gayango.
