Tigres Spanish Stuffed Mussels

Name: Tigres (Spanish Stuffed Mussels)
Ingredients: 2 lb mussels, live or frozen, cleaned; 2 tbsp olive oil; 1 x large onion, minced; 2 cloves garlic, minced; 1 x green Italian frying pepper, minced; 1 x small carrot, peeled and minced; 2/3 cup tomato puree or passata; 1 tsp sugar; 1/4 tsp cayenne pepper, or more to taste; 5 tbsp butter; 1/2 cup flour; 2 cup milk; salt, pepper and freshly-grated nutmeg; 2 x eggs, lightly beaten; 2 cup fine, dry bread crumbs; olive oil or vegetable oil for frying; lemon wedges, for serving