On a stove, stir flour, mustard, salt and cayenne into butter.
Add milk.
Cook until thick.
Remove from heat.
Add Worcestershire sauce and 1/2 cup grated cheese.
Sauté onions in 2 T. butter until soft.
Add scallops, shrimp, parsley and sauce.
Spoon into scallop shells.
Sprinkle with remaining cheese.
Dot with butter and broil 3 inches from source of heat until browned.