Soak the skewers in enough water to cover at least 30 minutes.
For the sauce, melt the butter over medium-low heat. Add the shallots and cook, stirring, until just tender, 3 to 5 minutes. Be careful not to caramelize them. Add the sherry and cook it down until the pan is almost dry. Add the wine and saffron; cook, stirring, until the alcohol has evaporated, another 2 or 3 minutes. Add the cream and cook, stirring, until the sauce has reduced at least by half. This might take another 2 minutes or so: you want about 1-1/2 cups of sauce that is thick enough to coat the back of a spoon. Finish with the salt, cayenne, and white pepper. Keep the sauce warm while you grill the scallops or, if you’re making it ahead, refrigerate it and reheat before serving.
Thread 2 scallops onto each skewer, keeping the scallops as flat as possible to ensure good contact with the grill. Brush the scallops with oil and sprinkle with salt and pepper. Grill over medium heat till caramelized nicely on the outside, 1-1/2 to 2 minutes each side for medium-rare. Rotating the skewers a quarter turn halfway through cooking on each side will give you nice crosshatch grill marks.
To serve, reheat the sauce, if necessary. Pour the sauce out onto 6 individual plates, top with the scallops, and sprinkle the chervil around.
Recipe and photo credit by farniente.com.
You want jumbo or day-boat sea scallops for this recipe, not the little bay scallops. For the skewers, try to get those flat Japanese bamboo skewers that are about four or five inches long and a quarter-inch wide. If you have to use traditional skewers, double them up and break off the excess.
The saffron sauce does well made ahead, even as much as the day before. Refrigerate it and reheat it before serving.
The scallops can be seared in a pan if you prefer (use high heat and a little oil).