Heat a heavy-bottomed pan over a high heat. Add in 2 tbsp of vegetable oil. Once hot, fry the chorizo and red onion until starting to brown. Add in the garlic and cook for 1-2 minutes.
Add in the mussels, sherry and saffron and stir through. Place a lid on the pan and leave covered for 5-6 minutes, shaking the pan occasionally.
Once all the mussels have opened, remove from the heat, add the fresh parsley and squeeze of lemon juice. Serve with warm crusty bread.
Notes
Don't worry if you can't find saffron in your local stores. The chorizo adds a flavoursome kick regardless.