- Preheat oven to 375°F/190°C. 
- Remove any beards from the mussels, and rinse them under cool running water. Discard any cracked or open mussels that don't close when tapped. 
- Cut the scallions into small pieces and combine them with the Sriracha, Kewpie mayonnaise, soy sauce, masago (smelt roe), and lemon juice in a bowl. 
- Place the mussels in an oven-safe dish. Scoop the topping mixture onto each mussel, making sure to cover the entire mussel. 
- Bake for 12 minutes at 375°F/190°C. When done, the shells should open and be lightly browned. Discard any mussels that did not open during cooking. 
- Serve the Japanese Baked Mussels immediately with some steamed white rice and a side salad.