Wrap each scallop with piece of partially cooked bacon. Secure with toothpicks.
For sauce, in medium skillet heat oil, butter, and bacon drippings to medium and saute onion for about 3 minutes until tender. Stir in flour. Heat while stirring for about 2 minutes to make roux. Pour in milk and heat until thickened, about 3-5 minutes. Reduce heat. Stir in brie and cook until melted through stirring often. Season to taste.
Meanwhile for scallops, heat oil and butter in large flat skillet over medium heat.
Dip each bacon wrapped scallop in bread crumbs to cover top and bottom. Press to make stick if needed.
Place scallops in heated skillet and brown about 1-2 minutes per side. Place lid on skillet and reduce heat to medium low and cook about five more minutes.
Pour some sauce on bottom of plate. Top with cooked scallops. Garnish with paprika or chopped chives.