Add mussels and cold water to a large bowl. Spoon cornmeal overtop and let rest for 30 minutes. Strain and rinse mussels.
Lay kosher salt in the bottom of a shallow roasting pan. Lay mussels in one layer over rock salt. Bake for 5 minutes or until shells open up. Take mussels out of pan and reserve. Throw away salt and unopened shells.
Whisk together wine, vinegar, shallots, and pepper in a pot. Cook 5 minutes or until fully heated. Spoon sauce around mussels.