In a large saucepan, boil a batch of water, large enough to cover the scallops. And once the water is boiling, add the 2 pounds baby scallops cook for about 5 minutes, just enough for them to become opaque.
Drain the scallops.
Then make the sauce: In a small frying pan, add the 2 tablespoons butter, over low heat, mix in the 2 tablespoons flour to make a rue, then add the 1 cup milk, 1 teaspoon saltand about 1 cup of water, continue to simmer until the sauce has thickened. Mix in the 2 tablespoons grated cheese, 1 teaspoon lemon juice, and 1 teaspoon grated lemon zest. Then toss in the scallops and fry for about 2 minutes.
Then place the scallops and the sauce into the s8 scallop shells
In a small bowl, mix the 1/3 cup breadcrumbs and melted 2 tablespoons melted butter Mix well.
Drop the melted butter/bread crumb mixture over the scallops. Sprinkle with some 2 tablespoons minced parsley (optional).
Place the shells into the air fryer basket or tray,
Then set the air fryer temperature to 300 degrees F, air fryer setting, for 5 minutes, or until the bread crumbs turn golden brown.