Build a medium-hot fire. Scrub mussels under cold water, and discard any open ones that don’t close shut when tapped. Place on grill, close lid, and cook until shells pop open (4-6 minutes). Remove from grill with tongs, and place in a large bowl. Discard any that did not open. Cover to keep warm.
Toss tomatoes and shallots with oil, then thread on skewers, or use a vegetable grill basket. Grill until tomatoes are tender and shriveled, and shallots are darkened in a few places, turning both once. When cool enough to handle, chop shallots.
Add tomatoes, shallots, and parsley to bowl with mussels. Squirt in lemon juice and drizzle in butter, if desired.