Preheat your barbecue to medium-high.
Set the scallops in a barbecue-safe pan or skillet. Place the wine, butter, garlic, cayenne and tarragon in a small pot and warm over medium heat, just until the butter melts. Pour this mixture over the scallops. Set the pan or skillet on the barbecue, close the lid and cook the scallops 5 to 6 minutes, or until just cooked through.
Sprinkle with parsley and serve.