Lightly Saute the shallots for the mousse in a light coating of olive oil until soft. Set Aside.
In a food processor, Puree the scallops until smooth. Add the yolks one at a time. Then add the cream a little bit at a time. You want it to loosen the puree, but not make it runny. You may not need all the cream depending on how wet the scallops are to begin with. Season with salt and pepper. Add in the chopped fresh thyme and shallots one it is a good consistency.
On a clean surface, pull plastic wrap out tight and carefully lay the mousse in a line in the middle of the wrap with a couple inches of plastic on either side. Depending on how big your wrap is, you'll probably have to repeat this step to get all the mousse wrapped. Make the line of mousse about 1 to 2 inches thick. Roll it up tight, and twist the ends to keep it in. Wrap the whole thing in another piece of plastic wrap and seal it tight to prevent leakage.
In a large pot or dutch oven, boil water, enough to float the logs of scallop mousse in. Carefully place the logs in the water and cook until thickened, about 10 to 15 minutes. Check the temperature by piercing the plastic with a meat thermometer. You want it to reach 155 degrees.
While the Mousse is cooking, make the sauce: Lightly saute the shallots until soft. Add the wine. Reduce by 1/4. Add the lemon juice and zest, and reduce another 1/4. Mix the cornstarch with cold water and whisk it in. Add it a little at a time, so as not to make it too thick. Adjust Seasoning, and remove from heat.
When the mousse is done, remove it from the water and let it rest about 5 minutes. Remove the plastic. And, slice the mousse into disks. Serve with the sauce, some croustades, and a light salad.
