Combine the first 7 ingredients together in bowl. Cover and store in the fridge until the scallops are ready. Preheat an indoor or outdoor grill to medium-high. Pat the scallops dry with a paper towel and toss with 1 Tbsp. oil. Lightly brush the bars of your grill with oil. Grill the scallops 1 to 2 minutes per side, or until just cooked through. Serve the scallops with the sauce alongside for dipping.