Melt 3 tablespoons butter in a heavy saucepan over low heat; whisk in flour until smooth. Cook 1 minute, whisking constantly. Gradually whisk in half-and-half; cook over medium heat, whisking constantly, until mixture is slightly thickened. Remove from heat, and set aside.
Sauté onion and celery in 1/2 cup melted butter in a large skillet over medium heat. Add mushrooms; sauté 5 minutes. Add garlic; sauté 30 seconds. Add scallops; sauté 1 minute. Stir in wine and white sauce; cook, stirring constantly, 2 to 3 minutes or until thickened and bubbly. Stir in salt and next 3 ingredients. Stir in cheese and parsley.
Coat 12 scallop shells with cooking spray, and place on a large baking sheet. Combine breadcrumbs and 1 tablespoon melted butter; toss well. Spoon scallop mixture into prepared shells; sprinkle with breadcrumb mixture and paprika.
Bake at 375º for 15 minutes or until bubbly and golden. Let stand 5 minutes.
Tip: To keep scallop shells from tipping over on baking sheet, sprinkle sheet generously with rock salt, and nestle shells in salt.
Wine note: "Let your imagination run. Try a big Chardonnay from a New World country. I suggest Leeuwin Estate ($65) from Margaret River, Western Australia, or Lanzerac ($22) from Stellenbosch, South Africa."--Franklin Ferguson, wine director and bar manager, Citrine restaurant, Los Angeles, CA.