Brush mussels well under running water, remove the beard, discard already open mussels.
Bring wine to boil in a wide frying pan, add mussels, make five min with lid closed until they open. Remove mussels, discard any that have not opened, they are inedible. Remove mussels from shell, set aside with lid closed.
Heat the oil, sauté the onions, garlic and thyme briefly, add the tomatoes and fennel and sauté for about ten minutes, season with salt.
Brush parchment paper with olive oil. Spread one unit of the vegetables evenly on the center of the paper, place one unit of the mussels set aside on top. Evenly distribute one unit each of the olives and parsley on top. Press front and back edges of paper well side by side over filling. Wrap about 1cm, then fold over a few times. Tie ends with kitchen string.repeat process.
Place the parcels on a baking tray.
Cooking: about ten minutes in the middle of the oven heated to 200 degrees.
Serve with: Baguette.