Melt the butter in a Dutch oven (or a large pot with a heavy lid), then stir in the curry powder and stir until fragrant. Add the onion, celery, garlic and some salt and pepper, sautéing until tender.
Add the wine and water, and once the mixture has come back to a boil, add in the cleaned mussels. Cover with lid and cook for about 5 minutes, shaking pan occasionally, until mussels have opened up.
Use a slotted spoon and place cooked mussels in a large bowl (discarding any that do not open). Add the cream to the pot and bring the mixture to a light boil. Simmer until it has been reduced by half, about 5 minutes. Stir in the lemon juice, zest, and cognac, then pour mixture over mussels.