Wrap each scallop in a rasher of bacon and thread onto 4 skewers. Season with oregano, salt and pepper. Put the skewers on a tray with the butter and set under hottest grill, turning as the bacon cooks. Watch that the juice coming from the scallops does not evaporate. Continue cooking for about 10 minutes - the scallops should be just undercooked.
Put the tray and the scallops on a low