Clean scallops and set aside on a paper towel to get rid of any moisture.
In a saucepan melt the butter and sauté the onions & garlic until translucent. Add the sliced mushrooms and cook for 5-8 minutes. Add the flour and cook an additional 3-4 minutes. Add the wine; cook 1 minute. Add the cream, salt & pepper and stir until thickened. Add the shrimp and heat through. Pour into a 1½ quart (1.5L) buttered casserole dish.
In a sauté pan, heat ½ tbsp of canola oil. Once hot (almost smoking point) season the scallops with salt & pepper and gently place in the pan. Sear for 2 minutes on each side; they should have a nice golden color. Place scallops on top of the casserole and cover with the grated cheese. Bake in pre-heated 350°F (180°C) oven for 15-20 minutes or until golden and bubbly.