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1. Preheat the oven to 375°. In a heavy 3- to 4-quart saucepan, bring the stock, wine, shallots, celery, parsley, bay leaf and peppercorns to a boil over high heat. Reduce the heat, and simmer uncovered for 20 minutes. Strain this court bouillon through a sieve into a 10- to 12-inch enameled or stainless-steel skillet.
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2. Add the scallops and mushrooms, cover and simmer for 5 minutes. Transfer the scallops and mushrooms to a large mixing bowl. Quickly boil the remaining court bouillon down to 1 cup.
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3. SAUCE PARISIENNE: In a 2- to 3-quart enameled or stainless-steel saucepan, melt 4 tablespoons of butter over moderate heat. When the foam subsides, lift the pan from the heat and stir in the flour.
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4. Return to low heat and cook, stirring constantly, for a minute or two. Do not let this raux brown. Remove the pan from the heat and slowly pour in the reduced poaching liquid and the milk, whisking constantly.
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5. Then return to high heat and cook, stirring the sauce with a whisk. When it thickens and comes to a boil, reduce the heat and let it simmer slowly for 1 minute. Mix the egg yolks and ¼ cup cream together in a small bowl, and stir into it 2 tablespoons of the hot sauce.
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6. Add 2 more tablespoons of sauce, then whisk the now-heated eggyolk-and-creammixture back into the remaining sauce in the pan. Over moderate heat bring the sauce to a boil, stirring constantly, and boil for 30 seconds.
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7. Remove from heat and season with lemon juice, salt and pepper. The sauce should coat a spoon fairly thickly; if it is too thick, thin it with more cream.
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8. With a bulb baster, draw up and discard any juices that may have accumulated under the scallops and mushrooms. Then pour in about 2/3 of the sauce parisienneand stir together gently.
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9. Butter 6 scallop shells set on a baking sheet or in a broiler pan, or 6 shallow 4-inch baking dishes, and spoon the scallop mixture into them. Mask with the remaining sauce and sprinkle with cheese.
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10. Bake the scallops in the top third of the oven for 10 to 15 minutes or until the sauce begins to bubble, then slide them under a hot broiler for 30 seconds to brown the tops if desired. Serve at once.
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