Remove the mussel beards and srub under running cold water for 5 minutes. Throw away any mussels that don't close right away when tapped.
Fill a large pan with water and bring it to a boil. Add in the EVOO, mussels, and some pepper and keep cooking until all the mussels open.
Drain completely and save the cooking liquid. Throw away and closed mussels. Remove the mussels from the shells.
Melt the butter in a large saucepan and cook the onion, bacons, and garlic for 4 minutes.
Slowly mix in the flour and the 5 cups of the saved cooking liquid.
Pour the cream and lemon juice into the pan and season to taste. Add the mussels to the pan.
Blend the egg yolks with 2 tablespoons of the saved cooking liquid and mix it into the pan. Cook for 4 minutes.