When it comes to grilling shellfish, many folks overlook sea scallops. This is a shame, because nothing brings out a scallop’s sweetness like the smoke flavor imparted by grilling. The following technique—grilling on a skewer fashioned from a fresh sprig of rosemary—can be used with all sorts of shellfish. Besides the obvious dramatic impact (eyes pop at the novelty of nibbling a scallop off a rosemary sprig), the herb imparts an exquisite aroma.