In a dutch oven, heat olive oil over medium heat. Add shallot and garlic, cook 2 minutes stirring frequently. Add white wine and bring mixture to a boil. Add mussels and cook covered for approximately 5 minutes or until the mussels have opened. Stir once or twice while the mussels are cooking. Drain mussels in a colander. Throw away any mussels that did not open. Remove mussels from their shells and place in a medium size mixing bowl. Reserve shells. Toss mussels with the orange, cucumber, tomato, and parsley. Add the white wine vinegar and salt and pepper. Refrigerate. Rinse shells and place on a serving platter. After the mussel mixture is chilled, approximately 2 hours, spoon one mussel into each shell half, top with some of the minced vegetables. Cover and refrigerate until serving.