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1
Preheat oven to 350F.
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2
Toast bread crumbs on a baking sheet in middle of oven until pale golden, 6 to 8 minutes, then toss with cheese.
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3
Simmer wine, water, onion, bay leaf, salt, and pepper in a 2 1/2- to 3-quart heavy saucepan, uncovered, 5 minutes, then add scallops and simmer, uncovered, stirring occasionally, until just cooked through, 2 to 3 minutes.
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4
Transfer scallops to a platter with a slotted spoon to cool, returning any onions to pan, then boil cooking liquid until reduced to about 1 cup, 8 to 10 minutes.
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5
Pour cooking liquid through a sieve into a bowl.
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6
Cook mushrooms in 2 tablespoons butter in a 10- to 12-inch heavy skillet over moderate heat, stirring occasionally, until most of liquid mushrooms give off is evaporated, about 5 minutes.
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7
Season with salt and pepper.
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8
Whisk together cream and yolk in a heatproof bowl.
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9
Melt 2 tablespoons butter in cleaned 2 1/2- to 3-quart saucepan over moderately low heat, then add flour and cook roux, whisking, 2 minutes.
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10
Remove pan from heat and add reduced cooking liquid in a stream, whisking constantly.
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11
Return pan to heat and simmer, whisking, 1 minute.
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12
Pour sauce in a slow stream into cream mixture, whisking constantly, then pour sauce back into pan and simmer, whisking, 1 minute.
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13
Remove from heat and season with salt and pepper.
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14
Preheat broiler.
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15
Stir scallops and mushrooms into sauce, then divide among scallop shells or ramekins and sprinkle with bread crumb mixture.
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16
If using shells, spread kosher salt evenly in a large shallow baking pan, then nestle shells in salt.
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17
Dot scallops with remaining 2 tablespoons butter, then broil about 4 inches from heat until golden, about 2 minutes.
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18
Sprinkle with parsley.
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19
Cooks' note: Scallop mixture can be made (but not spooned into shells or ramekins) 1 day ahead and chilled, covered.
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20
Reheat in a saucepan over moderate heat before proceeding.
