To make mousseline:

Blend at the highest speed the cream (at bottom of blender), scallops, scallions, 3 chopped shrimp, cayenne, salt and pepper and 1 ounce Newburg sauce. A very thick shake texture will develop. Add more cream if necessary to blend.

Cover bottom of baking dish with remaining Newburg sauce. Butterfly 12 remaining shrimp, and place on top of Newburg sauce. With pastry bag and star tube (medium size) stuff shrimp with mousseline. Sprinkle with grated Parmesan. Bake at 475 degrees until golden brown, about 15-20 minutes. Check bottoms of shrimp to make sure they are cooked.