Place scallops, melted butter, garlic, and shallots in a bowl. Season with nutmeg, salt, and pepper. Stir gently to combine. Transfer to a casserole dish.
In a separate bowl, combine bread crumbs and olive oil. Sprinkle on top of scallops.
Bake in preheated oven until crumbs are brown and scallops are done, about 11 to 14 minutes. Top with parsley, and serve with lemon wedges on the side.
