What to do with unused scallops' roe?
This doesn't particularly answer the question, but the use of roe seems to fade in and out of fashion every so often. I remember 10 years ago (and back in the UK) scallops were always served with the roe, and cooked with them. Now it I haven't seen a roe anywhere near the scallops. Certainly, the more sea-food and authentic the restaurant, the more likely you are to find the roe still attached, in my experience.

Personally, I would just leave them together, and cook them still attached. The flavour is a nice contrast to the white, and it can pretty up the plate.

Doesn't directly answer your question though, I'm afraid.