Rinse scallops in cold water; drain well. Cook scallops in a skillet over medium heat 3 minutes or until scallops begin to shrivel. Drain and chill.
Cut a thin slice from the bottom of each lemon half so that it will sit flat. Gently remove membranes, leaving shell intact. Fill each lemon half with prepared cocktail sauce; set aside.
Line 6 scallop shells with lettuce. Place a lemon half in center of each shell. Surround lemon halves with equal portions of chilled scallops. Serve immediately.