Preheat oven to 300F (150C).

In a medium saucepan, heat cream of mushroom soup over medium heat until warmed, stirring often.

Add milk, scallops, shrimp, and thyme to the saucepan.

Cook for 7 minutes, stirring occasionally.

Stir in shredded cheese and parsley until melted.

Place vol-au-vent shells on a baking sheet.

Remove the tops of the shells.

Fill each shell with the seafood mixture.

Replace the tops.

Bake for 5 minutes, or until heated through.