Preheat the oven to 350 degrees F.
Place the scallops into the bowl of a food processor and pulse 4 to 5 times. Add the egg whites and pulse until combined. Scrape down the sides of the bowl and add the salt, pepper, nutmeg, lemon zest and parsley. Pulse to incorporate. With the machine running, slowly add all of the cream. Scrape down the sides of the bowl 1 last time, put the lid back on and run for 5 more seconds.
Place the mousse into a pastry bag or a zip top bag with the tip snipped off and pipe into mini phyllo shells. Bake for 10 minutes. Allow to cool 2 to 3 minutes before serving.