Preheat the oven to 400°F (200°C). Place 4 small round baking dishes (8 ounces each) on a baking sheet. Coat the dishes with nonstick spray.

In a small bowl, combine the bread crumbs and butter or margarine. Toss to mix. Set aside.

Place the flour, salt, and red pepper in a medium saucepan. Gradually whisk in the milk until blended. Cook, stirring often, over medium heat for 5 to 7 minutes, or until thickened. Add the egg yolk. Cook, stirring constantly, for 2 minutes, or until the mixture bubbles.

Meanwhile, coat a medium nonstick skillet with nonstick spray. Place over medium heat. Place the scallops in the skillet. Cook, stirring, for 2 to 3 minutes, or until opaque. With a slotted spoon, transfer the scallops to the saucepan.

Dry the skillet with a paper towel. Coat with nonstick spray. Add the mushrooms. Place over medium heat. Cook, stirring occasionally, for 2 to 3 minutes, or until they release liquid. Add the scallions and tarragon. Cook for 1 minute, or until the mushrooms are soft. Add to the saucepan. Stir to combine. Spoon the mixture into the prepared baking dishes. Sprinkle with the reserved bread crumbs.

Bake for 6 to 8 minutes, or until golden and bubbly.