Heat a large pot with a lid over medium heat and add the mussels with ½ cup of dry rose or white wine. Place the lid on the pot and steam the mussels until they have opened, around 6 or 7 minutes.
Once all of the shells have opened, pour the mussels onto a baking tray and place them in the fridge until cool.
Once cool, remove the mussel meat from the shells. Reserve the meat and discard the mussel shells and cooking liquid.
For the sauce, heat a small pot over medium heat and add the oil and bacon fat.
Add the onion and garlic and cook on medium heat until translucent in color.
Add in the paprika, coriander, cumin, and Szechuan peppercorn, then toast for 1 minute until fragrant.
Turn the heat off and add the vinegar and salt. Stir and let the mixture cool to room temperature.
Add the mussels into the escabeche and let marinate for at least a few hours in the fridge before serving.