To prepare the white wine sauce
Heat a heavy-bottomed pan on top of the stove and the olive oil. Sweat the shallots gently for 3-4 minutes. Add the Noilly Prat and the fish stock and continue to cook until the mixture is reduced and has a syrupy consistency. Add the cream, bring back to the boil and reduce again slightly. Season with salt and pepper, then pass through a strainer or sieve. Add the grain mustard and chopped dill.
To prepare the scallops
Slip a sharp thin knife between the shells and cut through the large white muscle tab to release one side of the shell. Pry open the shell and pull everything out. Using a spoon, neatly scoop out the meat. Separate the white meat from the outer skirt and roe (the skirt and roe can be kept for making sauces and they freeze well). Rinse the scallops and keep them in the fridge on a paper towel. Rinse the shells and pat them dry.
To assemble the dish
Sweat the carrot and leek in the vegetable oil over a low heat. Season and cook until they are soft but not browned. Allow to cool. Take 4 washed shells and divide the leeks and carrots between them. Cut the scallops in half through the middle, season and place 4 pieces on each shell. Cover with 3 tablespoons of white wine sauce and top with the other shells.
Preheat the oven to 200C/Gas Mark 6. Roll out the puff pastry and cut into thin strips. Place a pastry strip around each scallop to seal the two shells together. Gently press the pastry in place to ensure that the seal is tight and there are no holes. Brush with egg yolk and cook in the hot oven for 10 minutes until the pastry is golden brown.
Remove the scallop shells from the oven and run a sharp knife all the way around the outer crust. Serve on a bed of seaweed or some rock salt mixed with a little water to stop the shells rocking about and let your guests open the shells.