Wipe 1/2 tsp (2 ml) of butter over surface of frying pan with paper towel.
Add mushrooms, shallots, paprika and parsley.
Add scallops and wine; season well with pepper.
Cover and bring to boil over medium-high heat.
Turn scallops over and remove pan from heat.
Let stand 30 seconds.
Remove scallops from frying pan using slotted spoon and set aside.
Pour remaining contents in pan into bowl; set aside as well.
Heat remaining butter in saucepan until melted.
Add flour and mix well; cook 1 minute over low heat while stirring constantly.
Pour mushrooms and liquid from bowl into saucepan.
Add fennel seed and mix well to incorporate.
Pour in chicken stock, mix and season.
Add cream and bring to boil.
Cook 8 minutes over low heat.
Place scallops in sauce and simmer 1 minute to reheat.
Spoon mixture into scallop shells set on ovenproof tray.
Top with cheese and broil in oven until melted.