In a large bowl, add together the red pepper, green pepper, sliced shallots and the zest of one lemon and combine them. Now add the parsley, thinly sliced clove of garlic, whole peppercorns, dill and the cooked mussels.
Mix them together and add three tablespoons of vinegar and a tablespoon of olive oil.
Toss the mixture together until everything is covered in the vinegar and olive oil.
Transfer the mixture to a jar, along with the bay leaf, now pour the remaining vinegar and olive oil over the top and close the lid. Allow the mussels to pickle for two to three days and then enjoy!