Put the mayonnaise, cherry peppers, vinegar, 2 tablespoons parsley, mustard, lemon juice, 2 tablespoons olive oil, thyme and garlic in a blender. Season with salt and pepper and puree until fairly smooth. Set aside.
Heat the remaining 2 tablespoons oil in a medium saute pan over high heat. Add the breadcrumbs and cook until lightly golden brown. Remove from the heat and stir in the remaining 1 tablespoon parsley and the lemon zest. Season with salt and pepper.
Preheat the grill for high heat direct grilling.
Skewer 2 or 3 scallops onto 2 skewers so that the scallops lay flat. Brush both sides with oil and sprinkle with salt and pepper. Grill the scallops until well caramelized on one side, about 3 minutes. Flip and cook another 30 seconds or so. Remove to a platter, drizzle with the vinaigrette and sprinkle with the breadcrumbs.