Add water, wine, shallot, bay leaf, a drop of oil, lemon and salt to a medium pot. Add the scallops and the shrimp, which should be covered by the liquid. Cover and simmer for 5 minutes.
Remove scallops and shrimp from cooking liquid and strain; keep the juice. In a frying pan, cook sliced mushrooms in the olive oil for about 5 minutes, stirring often.
Prepare four dishes. Divide scallops, shrimp, and mushrooms into each dish.
In a medium saucepan, prepare white sauce: melt butter over medium flame, add flour and stir. Reduce heat and add the cooking juice a bit at a time; stir and mix. Do this until the sauce is thickened.
Season with salt and pepper; add the cream. Pour over the seafood equally. Sprinkle the breadcrumbs and dot with butter. Put under the broiler for about 10 minutes.