Preheat grill to high.
In a skillet, set over medium heat, add oil, shallots, pancetta, yellow peppers, garlic and chili flakes and cook until shallots are softened and pancetta is golden brown, about 3 minutes. Transfer mixture to a large bowl and add tomatoes, parsley and orange zest and set aside.
3. Lay four 18-inch sheets of aluminum foil on a large work surface. Fold in half lengthwise, creasing the bottom and making a foil pouch. Seal the short ends of the packet by making two or three 1/4-inch folds in the foil. Open the long side and divide the mussels and pancetta mixture evenly among the foil packets. Pour 3 tbsp of wine into each packet and fold over the long edge two or three times to seal.
3. Pour 3 tbsp of wine into each packet and fold over the long edge two or three times to seal. Place pouches flat on hot grill. Listen for the sound of the juices beginning to bubble, then continue to cook another 8 minutes.
3. Carefully transfer packets to a sheet pan and carry to the table. Lay flat on a plate or serving dish. Be careful of the hot steam as you tear back the foil. Serve mussels with grilled bread on the side for dipping into broth.