Melt butter in large heavy deep skillet. Add leeks and saute until tender.
Combine mussels, wine and parsley sprigs in Dutch oven. Cover and cook over high heat until mussels open. Transfer mussels to a bowl, discarding any that do not open.
Strain mussel juice into skillet containing leeks. Add saffron and cream; boil until reduced to sauce consistency. Stir in minced parsley. Season with salt and pepper.
Add mussels and any remaining juices to skillet. Stir and heat through.