In a large skillet, saute the celery, mushrooms, green pepper and onion in butter until tender. Stir in the flour, salt and pepper until blended; gradually add milk. Bring to a boil; cook and stir for 2 minutes or until thickened.
Reduce heat; add scallops. Cook, stirring occasionally, for 3-4 minutes or until scallops are firm and opaque.
Divide mixture among four 10-oz. ramekins or custard cups. In a small bowl, combine crumbs and butter; sprinkle over scallop mixture. Bake, uncovered, at 350° for 15-20 minutes or until bubbly. Sprinkle with cheese; bake 5 minutes longer or until cheese is melted.