Wrap each piece of bacon around a scallop half and water chestnut half, and skewer them, allowing 4 bacon-wrapped portions per stick.
Preheat the broiler. Broil the scallops for 3-4 minutes, turning over once.
Meanwhile, make the saffron butter. In a small, heavy-based frying pan heat together the butter, lemon, vinegar, saffron and white wine. Mix in the anchovy essence and season with salt and freshly ground pepper.
Divide the salad leaves among 4 serving plates and top each plate with a freshly cooked skewer of scallops. Drizzle the saffron butter over the scallops, sprinkle with chives and serve at once.