Preheat the oven to 350°F (180°C). Clean and rinse the mussels, pat dry with paper towels.
In a small bowl, combine the rest of the ingredients and blend well.
Lay the mussels on a tray lined with baking sheet or aluminum foil, top each mussel with about ½ tablespoon of the cheese-mayo mixture.
Bake the mussels for 20 or so minutes or until the surface become golden brown. Remove from the oven, top with some tobiko fish roes and serve warm.
