Baked mussels with cheese-mayo or mussels dynamite is so delicious. Easy recipe with cheese, mayonnaise, mussels and you’ll have the most amazing appetizer ever.Cheese, mayonnaise and seafood pair so well together and they are perfect match made in food heaven. These mussels are also called Mussels Dynamite and often served as an appetizer at Japanese restaurants or at Japanese seafood/sushi buffets. With the Labor Day weekend just a week away, you can serve this cheese-mayo baked mussels or mussel dynamite as an appetizer with your regular BBQ and meats.