Preheat the oven to 220°C. Heat the oil in a large ovenproof frying pan over a high heat.
Season with scallops with salt and black pepper and arrange some grated Parmesan and chives on top of each one. Start to sear the scallops in the hot oil and transfer to the oven after 30 seconds.
Roast for 2-3 minutes until the cheese is melted and the scallops are springy to the touch. Serve immediately with some additional sea salt.