Preheat the oven to 400 degrees F. In a food processor, fitted with a metal blade, combine the egg, mustard, garlic, 1 tablespoon of the Chili Sauce, and lemon juice. Process until smooth. Season with salt and pepper. With the machine running, add 1 cup of the oil in a steady stream. Process until the mixture is thick. Season with salt and pepper. Season the scallops with salt and pepper. In a large saute pan, heat the remaining olive oil. Add the scallops and sear for 1 minute on each side. Remove from the heat and set aside. Scrub the scallop shells clean. Place the scallops in the center of each shell. Spread a heaping tablespoon of the chili-mayonnaise on top each scallop. Sprinkle the top of each scallop with the cheese. Place the scallops on two baking sheets. Place in the oven and cook until the top is golden and bubbly. Remove from the oven and serve on a large platter. Garnish with parsley. Serve the scallops with the remaining 1/4 cup of Chili Sauce.