Serve this as a main-dish platter for up to four to share, or make it an appetizer for a lucky group. If you can afford more scallops, buy them. They’ll all disappear.
Prepare the smoker for barbecuing, bringing the temperature to 180°F to 200°F.
Peel the shrimp, leaving their tails on. If any of the scallops is much larger than an inch, halve it. In a bowl, toss the shrimp and scallops with the oil, all but ¾ teaspoon of the lemon juice, and dry rub. Let the shellfish marinate at room temperature for 15 to 20 minutes.