Bring first 3 ingredients to a boil in a large saucepan over medium heat. Reduce heat, and add scallops; simmer 1 minute or until scallops are opaque and slightly firm. Strain scallop mixture, reserving liquid; set scallops and onions aside. Return liquid to saucepan. Bring to a boil; cook, uncovered, 15 minutes or until liquid is reduced to 1 cup.
Melt 1/4 cup butter in a small, heavy saucepan over medium heat; add flour. Cook 1 minute, stirring constantly with a wire whisk. Gradually add reduced liquid and whipping cream, stirring constantly. Cook, stirring constantly, an additional 2 minutes or until thickened and bubbly. Gradually stir about one-fourth of hot mixture into beaten egg yolks; add to remaining hot mixture, stirring constantly. Cook an additional minute or until thickened. Remove from heat. Add lemon juice, salt, and white pepper; stir well.
Combine scallop mixture and 1 cup sauce; stir well. Spoon scallop mixture evenly into 6 lightly greased individual gratin dishes. Spoon remaining 1 cup sauce evenly over scallop mixture. Sprinkle evenly with cheese. Dot tops evenly with remaining 1 tablespoon butter. Bake at 375° for 15 minutes or until bubbly.