Heat a small amount of oil in pan, add scallops and cook both sides until opaque. Set to one side.
Heat cream in pan, add sherry, lemon juice, stock, garlic and Gruyere stir until cheese has melted. Mix a small amount of water to cornflour add to cream and stir until sauce has thickened.
In a bowl beat egg yolks and add a few tablespoons of cream mixture to yolks and stir (this prevents eggs from scrambling when added to cream.) Slowly add egg to pan stirring continuously while adding. Add pepper and parsley stir to combine and heat through.
Place 4 scallops per shell, pour sauce over each to cover completely. Top each shell with extra Parmesan cheese and breadcrumbs,place under grill and grill until bubbly and browned.