This is similar to a dish I've made and enjoyed. If you have a charcoal/wood grill I'd rather cook the salmon that way and I'd substitute 2 teaspoons of hot madras curry powder for the saffron.
http://www.epicurious.com/recipes/food/views/salmon-in-saffron-mussel-sauce-106308
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http://www.epicurious.com/recipes/food/views/salmon-in-saffron-mussel-sauce-106308