Preheat oven to 500° F.
Lightly spray a shallow baking dish with vegetable oil.
Rinse fresh scallops in cold water and drain, or thaw and drain frozen scallops.
Pat dry and set aside.
Place buttermilk and bread crumbs in separate small shallow bowls.
Soak scallops in buttermilk and then roll them in bread crumbs.
Sprinkle with paprika.
Arrange scallops in a single layer in prepared baking dish.
Bake 8 to 10 minutes.
Sprinkle with parsley and garnish with lemon .wedges before serving.