Why would you bake scallops? Sear them. You can also eat them raw.
According to https://www.holidayscalendar.com/event/national-baked-scallops-day/ - "Baked scallops are quick to make and they have a buttery taste and crisp texture that most people are going to be unable to resist. If you don’t believe us, then you can take the time to make some..."