IN THE Middle Ages, those who undertook arduous religious pilgrimages on foot were honored and respected for their devotion to God. While Chaucer's pilgrims walked to Canterbury, French pilgrims often chose to journey down the Atlantic coast to the shrine of St. James in Compostela in northwestern Spain. As they walked, they discovered--and enjoyed--the scallops that were plentiful in the coastal waters along their route. Before long, possession of a scallop shell became a status symbol: evidence of participation in the pilgrimage. The scallops began to be called "coquilles saint jacques" or "St. James shellfish," and the name has lasted in France to this day.

Whatever their historical or religious significance, scallops do seem to have received more than their share of blessings. Their delicate flavor and pleasant creamy texture make them delightful companions for the best of French sauces, and even enable them to stand up well on their own, without a sauce.

In France scallops are often sold live in their beautiful rayed shells, so they will be fresh as possible. We are spared the work of prying these shells open because in the United States scallops are sold "naked": Unlike many other types of seafood, they are available without shells, skin or bones. Although scallops are expensive, the price paid is for pure meat, with little waste.

Scallops are a sort of natural "fast food." Busy people should consider them first when planning special dinners, because scallops cook very quickly. All cooking methods suit them: poaching, steaming, saute'ing, deep-frying, baking or broiling. Whatever the technique, a few minutes suffice to cook the scallops. When very fresh, they are even good raw.

The "pilgrim mollusks" give the cook all these advantages on one condition: they must be treated with respect. Scallops should not be overcooked, or their texture will become rubbery. For this reason, it is best not to prepare them ahead and reheat them.

Scallops contain a large amount of moisture. They must therefore be thoroughly dried before they are coated with flour or with batter for frying or saute'ing; otherwise their moisture will combine with the flour to make a pasty mess. The easist way to dry them is to place them in one layer in a paper towel-lined tray, then to cover them with another paper towel and pat them dry.

Moisture can also come out of scallops after they are cooked. If they are to be served with a separately prepared sauce, this liquid could dilute the sauce. To avoid this, it is best to set the cooked scallops on paper towels to absorb their excess liquid. This precaution is not necessary, however, for those dishes in which the scallops are cooked directly in the sauce.

Wide availability is still another reason to make use of scallops to prepare a delicious meal at short notice: frozen and fresh scallops are sold at many good supermarkets. When buying frozen scallops, choose those that do not appear to be falling apart. Fresh scallops have more flavor than frozen and keep their shape better, especially during saute'ing. The tiny, sweet-flavored bay scallops and the larger sea scallops can be used interchangeably in most recipes, although the cooking time of bay scallops is slightly shorter.

To complete the planning of a quickly prepared but elegant meal, it is useful to know that scallops are good partners for almost any vegetable (except perhaps sweet potatoes). With the scallops, serve chilled white wine and provide plenty of crusty French bread. Those who would like to make an authentic French presentation by serving cooked scallops in scallop shells can purchase these shells by making a pilgrimage to their favorite gourmet shop. SCALLOPS WITH WHITE WINE AND VEGETABLES (4 servings)

In this dish, the scallops cook right on top of the vegetables. 4 tablespoons butter 1 carrot, finely chopped 1 onion, finely chopped 1/2 celery stalk, finely chopped Pinch of thyme 1 bay leaf 4 ripe tomatoes, peeled, seeded and chopped (substitute 6 canned plum tomatoes, drained and chopped) 1/3 cup dry white wine Salt and pepper 1 1/2 pounds sea or bay scallops 2 tablespoons chopped parsley

In a very large frying pan, melt half the butter. Add the carrot, onion, celery, thyme and bay leaf. Cook over low heat, stirring often, about 5 minutes or until soft but not brown. Stir in the tomatoes, then the wine, and add salt and pepper. Bring to a boil and simmer, uncovered, over medium heat, stirring often, about 15 minutes or until the mixture is thick. Discard the bay leaf and taste for seasoning.

Meanwhile, rinse the scallops and discard the small white muscle at the side of each scallop. Refrigerate the scallops until ready to cook them.

Just before serving, put the scallops on the hot vegetable mixture and season them with salt and pepper. Cover and cook over low heat for 2 minutes. Turn the scallops over gently and continue cooking, covered, for 2 to 3 more minutes or until tender. Remove from the heat. Stir the remaining butter into the vegetables. Serve the scallops on top of the vegetables and sprinkle with parsley. SAUTEED SCALLOPS WITH ZUCCHINI (4 servings)

When saute'ing scallops, it is very important not to crowd them in the pan; otherwise, they will stew. 1 1/2 pounds sea scallops, preferably fresh 4 small zucchini 3 tablespoons oil 1 stick butter Salt and pepper 1/3 cup flour 1 clove garlic, very finely chopped 3 tablespoons chopped parsley

Rinse the scallops and discard the small white muscle at their sides. Dry them thoroughly on paper towels. Cut the zucchini in sticks about 1 1/2 inches long.

Heat 1 tablespoon oil and 2 tablespoons butter in a frying pan. Add the zucchini sticks, salt and pepper and saute' for about 2 minutes, tossing often.

Just before serving, season the scallops with salt and pepper. Dredge them with flour and tap to remove the excess.

Heat another tablespoon of oil and 3 tablespoons butter in a very large frying pan until very hot. Add half the scallops. Saute' over fairly high heat, for about 1 minute, to brown them on one side. Carefully turn them over and continue to saute' for about another minute or until they are light brown and tender.

Transfer them to a tray lined with paper towels and keep them warm, uncovered, in a low oven. Add another tablespoon of oil and 3 tablespoons butter to the pan and saute' the remaining scallops. Transfer to the tray.

Reheat the zucchini, add the garlic and parsley and saute' together over medium heat for 1 to 2 minutes. Taste for seasoning. Arrange them on a platter and set the scallops on top. Serve immediately. STEAMED SCALLOPS WITH LIGHT CHIVE CREAM SAUCE (6 servings) Steaming keeps in all the scallops' natural flavor. 2 1/2 pounds sea or bay scallops Salt and white pepper Chive cream sauce: 3 tablespoons white wine vinegar 3 tablespoons dry white wine 3 tablespoons water 1 cup whipping cream Salt and white pepper 2 tablespoons chopped chives

Rinse the scallops and discard the small white muscle at their sides.. Refrigerate the scallops until ready to cook them.

Prepare the sauce: In a medium saucepan simmer the vinegar, wine and water over medium heat until the liquid is reduced to about 2 tablespoons. Add the cream and a pinch of salt and pepper. Cook over medium heat, stirring often, about 7 minutes or until the sauce is thick enough to coat a spoon. Add the chives and taste for seasoning.

To steam the scallops, bring a large quantity of water to a boil in the bottom of a steamer. Set the scallops in the top and sprinkle them with salt and pepper. Cover and steam them for 2 minutes. Turn them over and steam for 2 more minutes or until tender. Drain quickly on paper towels.

Reheat the sauce over medium heat, stirring. To serve, set the scallops on a platter or plates and spoon a little of the sauce over them. Serve the remaining sauce separately.

For a beautiful platter, arrange briefly cooked broccoli flowerets in a ring around the scallops coated with sauce.