Peel shrimp, leaving tails intact; devein, if desired. Butterfly shrimp by making a deep slit down the back from the large end to the tail, cutting to, but not through, inside curve of shrimp. Rinse and pat dry. Flatten with palm of hand.
Melt 1 tablespoon butter in a small skillet over medium heat. Add minced shallot; cook 3 minutes or until softened. Cool.
Combine bread, cheese, paprika, and 1/4 teaspoon white pepper in food processor; pulse until fine crumbs form. Transfer to a small bowl. Set aside.
Add cooked shallot, remaining white pepper, scallops, chervil, and sea salt to food processor. Pulse mixture until scallops are finely chopped and a coarse paste forms.
Divide scallop stuffing evenly on cut side of each flattened shrimp, lightly pressing sides of shrimp up until stuffing adheres to sides. Place shrimp in a 13- x 9-inch baking dish, in 2 rows, with tails leaning up against long sides of dish. Sprinkle shrimp evenly with breadcrumb mixture.
Place remaining 3 tablespoons butter and garlic in a 1-cup glass measuring cup. Cover and microwave at HIGH 30 seconds or until butter melts. Spoon mixture over shrimp. Pour wine into the baking dish. Bake at 425º for 8 minutes. Turn oven setting to broil. Broil 5 minutes or until crumbs are golden brown. Garnish, if desired. Serve immediately.