Spray a large, deep pan with cooking spray and set it over medium heat. Add the shallot and cook, stirring frequently, for 1-2 minutes, or until it begins to soften. Add the leeks and cook another 1-2 minutes. Stir in the wine; cook until nearly evaporated. Pour in the cider and bring to a rapid simmer.

Carefully add the mussels to the pan. Cover and cook 5-7 minutes, or until the shells open.

Remove the pan from the heat. Stir in the cream and thyme. Season to taste with salt and pepper.

Serve immediately.