Preheat the oven to 425 degrees F (220 degrees C).
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.
Combine bread crumbs and olive oil in a separate bowl. Sprinkle on top of scallops.
Bake in the preheated oven until crumbs are brown and scallops are done, 11 to 14 minutes. Top with parsley, and serve with lemon wedges on the side.
