Preheat the oven to 450F. Melt the butter in a small pot set over medium heat. Add the shallot and garlic and cook 2 minutes. Mix in the wine, paprika and cayenne, bring to a simmer, then remove from heat. Divide and place the scallops in a single layer in 2 small baking dishes (I used large scallop shells, sold at some kitchenware stores). Spoon the wine/butter mixture over the scallops; season with salt and pepper. Bake for 10 minutes, or until the scallops are just cooked through. Sprinkle with the parsley and serve.