1. Brush the bread slices with oil and put them in a small baking tray. Sprinkle them with the oregano, cayenne pepper, salt and pepper and bake them for 15 minutes at 200°C until golden and brown.
2. Leave them to cool down and turn them into bread crumbs with your hands or in a food processor.
3. Wash the mussels in cold water and scrub any dirty shells lightly with a scrubbing brush, pulling off any beardy beats you might find on them. Discard those mussels which remain open even if you tap them gently in order to close up.
4. In a casserole type pan warm the oil and put the mussels in. Cover with a lid and shake the pan for 2-3 minutes until all mussels open up. Discard those who don't and leave the rest to one side to cool down. Then remove their upper shell and arrange them neatly in a small baking tray.
5. In a mixing bowl combine the bread crumbs, parsley, garlic, chilli, salt and pepper and drizzle with some olive oil.
6. Fill each mussel with some of this mixture and grill all mussels for a couple of minutes until you get a crunchy top.