Make the Romesco Sauce up to 3 days ahead. One by one, pull opaque tissue or "foot" off the side of each scallop and discard.Rinse scallops and pat dry with paper towels. Warm the oil and butter in a 10-to-12-inch-wide saute pan or frying pan over medium-high heat. When foam subsides, put scallops in pan in a single layer. Cook, without stirring, until golden brown on the bottom, about 1 minute, then turn with tongs. Cook until golden brown on the other side, about 1 minute more. Transfer scallops to a place with tongs. Add the shallot and cook, stirring, for 1 minute. Pour in the wine and let come to a boil, stirring to release browned bits. Pour in the cream and let come to a boil; season with a good pinch of salt. Put scallops back in pan and reduce heat, cover, and simmer until opaque through, about 3 minutes. Transfer scallops with tongs to shallow bowls. Stir romesco sauce into pan sauce, then pour over scallops, and serve immediately.