It's a gorgeous day in Chicago... we stopped at the meat market & picked up a nice prime filet and then to TJ's for some scallops for a little surf & turf. We plan on grilling the steak & scallops, with a yam, whole sweet onion & asparagus as sides. The filet will have a blue cheese compound, but haven't figured out how to prepare the scallops. Having never grilled scallops before, not sure how to prepare (marinade?). Any suggestions?