Heat the oil in a large saucepan and sauté the fennel and onions until translucent. Add the garlic, saffron, white wine, and mussels. Cover and cook until the mussels open (3-4 min). Scoop the mussels out with a slotted spoon and set aside, discarding any unopened ones. Spoon the mussel meat out of the shell and set aside. Keep the vegetables and cooking liquid.
Puree half of the sautéd fennel and onion with just enough cooking liquid to make a solid filling.
Place the pasta sheets on a ravioli press and make sure you press it down a bit to create pockets for the filling. Place 1 tbsp of the fennel puree in the center of each ravioli and top with 1 mussel. Brush the edges and center of the dough with a little water or egg wash and lay another pasta sheet on top. Press down lightly with a rolling pin to squeeze out any excess air and to separate the ravioli.
In another pan, bring the remaining cooking liquid and vegetables to a simmer. Add the heavy cream and bring to a boil. Reduce to a simmer and add butter, salt, and pepper to taste.
Bring a large pot of salted water to boil and cook the ravioli until they are tender and rise to the surface (3-4 minutes). Drain and transfer to the pan with the sauce. Toss gently and serve drizzled with some of the chorizo oil and backed chorizo bits.