1. Coat grill with nonstick cooking spray. Preheat grill to medium (300°F to 350°F). Remove beards from mussels, and scrub shells well with a brush. Discard open or cracked mussels.
2. Place mussels in a grill basket or on aluminum foil. Grill mussels, covered, 8 minutes or until shells are fully open. (Discard any that do not open.) Transfer mussels to a large serving dish. Drizzle mussels with lemon juice, and season with pepper to taste. Tent with foil to keep warm.
3. Meanwhile, heat oil in a large skillet over medium heat. Add fennel, onion and garlic; sauté 5 minutes or until fennel is tender. Add chorizo; cook and stir 5 minutes or until browned and crumbled. Add wine; bring to boiling. Reduce heat to low; simmer 2 minutes more. Spoon chorizo mixture over mussels. Sprinkle with parsley, and serve.

Per serving: 458 calories, 30g fat, 9g saturated fat, 92mg cholesterol, 991mg sodium, 11g carbohydrate, 1g fiber, 32g protein