Melt 2 tablespoons of butter in a saucepan.

Add finely chopped shallots and cook briefly, stirring.

Add thinly sliced mushrooms and cook until wilted.

Season with salt and freshly ground pepper to taste.

Add dry white wine and bring to a simmer.

Add sea or bay scallops and bring to a boil.

Cook until scallops are heated through, stirring gently to avoid overcooking (about 3-5 minutes).

Remove scallops and mushrooms with a slotted spoon and set aside.

Reserve the liquid in the saucepan (should be about 3/4 cup).

Melt 2 tablespoons of butter in a separate saucepan.

Add flour and stir rapidly with a wire whisk to create a roux.

When blended, gradually add the reserved liquid, stirring until thickened and smooth.

Add milk and 1 cup of heavy cream and cook for about 5 minutes, stirring occasionally.

Season with salt, pepper, and a pinch of cayenne.

Whip the remaining 2 tablespoons of heavy cream until soft peaks form.

Gently fold the whipped cream into the sauce.

Use 6 individual scallop shells or ramekins.

Spoon equal portions of scallops and mushrooms into each shell.

Spoon the sauce over the scallop mixture.

Preheat the broiler to high.

Place the filled shells under the broiler about 6 inches from the heat source.

Broil until a nice brown glaze forms on top, turning shells occasionally for even browning (about 5 minutes).

Serve immediately.