Pre-heat the oven to 425 degrees.
Detach the mussels from its shell. Shake off any excess water. Place the empty shells on a baking tray lined with aluminum foil. Chop the meat into thirds or leave them whole.
Then place the mussels back onto the shells and fill them with the mussels.
Make the Dynamite sauce. Squeeze the Japanese mayo into a bowl and add in the Siracha. Then stir . Also add in the Masago (optional ) and stir to combine .
Spoon some of the Dynamite sauce over the mussels. Completely cover them with the sauce.
Completely cover them with the sauce.
Transfer the mussels to the oven and place the tray on the top rack. Bake for 15 minutes until they are golden brown. A quicker way to cook them is to place them under the broiler for 1-2 minutes. If you plan to broil them be sure to keep a very close eye on them as they can easily burn.
Garnish with some chopped green onions or you can top with some more of the Masago.
Serve with sliced lemons.