Wash and drain scallops. If scallops are large, cut in half. In a small stock pot, melt butter over medium-low heat. Saute onions and mushrooms until tender.
Stir in flour. Pour in milk and stir over medium heat until thickened and bubbly. Add wine, scallops, salt and pepper. Cook over medium heat until thickened. Serve topped with Swiss cheese and parsley.
In a large bowl, mix together flour, salt, oregano, thyme and lemon pepper. Roll scallops in flour mixture until lightly coated on all sides.
Heat olive oil in a skillet or frying pan over high heat. Add 4 scallops to the pan and sear on all sides (about 2 minutes for each side). Remove scallops from pan and place on a plate in the oven to keep warm until ready to serve. Repeat 3 times until remaining scallops are cooked. Toss with parsley and lemon juice.
Wrap each scallop with a thin slice of prosciutto, and secure with a toothpick.
Lightly oil grill grate. Arrange scallops on the grill, and baste with butter. Cook for 5 minutes, turn, and baste with butter. Cook for another 8 minutes, or until opaque.
In a medium saucepan, combine white wine, wine vinegar, and shallots. Cook until liquid is almost evaporated, approximately 1 tablespoon left. Stir in heavy cream and let boil down until reduced by half. Stir in butter 1 tablespoon at a time, allowing each to melt before adding the next. Keep warm while preparing the scallops.
Preheat oven on broiler setting.
Brush scallops with olive oil and sprinkle with salt and pepper. Place under preheated broiler for 2 minutes on each side, until scallops are opaque, with a bit of brown around the edges. Place a spoonful of sauce on each plate, and top with 4 scallops