Combine butter and onion in a 2L microwave-safe casserole dish. Cover and microwave on High for 2 minutes. Stir in flour until well blended, then stir in mushrooms, wine, salt, pepper, scallops, bay leaf and lemon juice. Recover and microwave on High for 6 minutes, or until the scallops turn opaque. Remove and discard the bay leaf.
In a small bowl, stir together the milk and egg yolk until combined. Stir the hot liquid from the scallops, about 1 tablespoon (20ml) at a time, into the milk mixture. When combined, stir the sauce back into the scallops.
Cover and microwave on High for 2 minutes, then stir and microwave for another 3 minutes. Sprinkle with parsley before serving.