Coquilles St. Jacques Scallops in a wine sauce, baked in their shells. Any shellfish will respond to this treatment, alone or in combination. Large scallop and clam shells can be bought in any gourmet shop; once you have them, never let them go. 1 1/2 cups white wine 1 bay leaf 2 T fresh chopped parsley 1/4 tsp each thyme and fennel seeds 1 1/2 pounds scallops 1/2 pound mushrooms 6 shallots or a small white onion 1 T butter 1 tsp lemon juice Alternate sauce preparation: Alternate #1 1 tin condensed mushroom soup 2 egg yolks 4 T heavy cream Alternate #2 4 T flour 2 egg yolks 4 T heavy cream 1 tsp salt 4 T butter -------------------------- Combine wine, bay leaf, parsley, thyme and fennel; bring to a boil, add scallops and simmer 10 minutes. Sea scallops should be cut in pieces, but the tiny Eastern bay scallops are used whole. Drain, but reserve the hot liquid. Separately, saute sliced mushrooms, shallots or onion in butter and lemon juice, for 10 minutes. Strain and combine all the hot liquids in one pan, all the solids in another.  If you use Alternate Sauce #1: Start heating mushroom soup in a double boiler while scallops and mushrooms are cooking. Prepare the egg yolks, lightly beaten in a cup, and mixed with the cream. Thin soup with 1 1/2 cups of the hot liquids, stirring smoothly. Add a bit of this to the cream and egg yolks, blend smooth, and pour back into the sauce. Stir gently as it thickens, for about 5 to 10 minutes, and combine with scallops and mushrooms. Alternate Sauce #2 (This is the traditional preparation method) Melt butter in a saucepan, add flour and stir over low heat till free of lumps. Gradually thin with 2 full cups of the hot scallop-mushroom liquid, stirring constantly. Remove from the fire; combine egg yolks and cream, slightly beaten together; add a little sauce to egg yolks and stir smooth, then return to main sauce pot. Blend thoroughly, and combine with scallops and mushrooms. Final operation, no matter which sauce you prepare: Distribute the creamed fish mixture among 4 large scallop shells, top with crumbs and grated Parmesan cheese, brown under a broiler for 5 minutes.