Heat oven to 325.
Coat a 2 qt. casserole with nonstick cooking spray.
Spoon brown rice into prepared dish.
In a medium size skillet, combine the wine, butter, salt, black pepper, cayenne and bay leaf.
Bring to a simmer; Add shrimp.
Cook for four minutes over medium heat.
Remove shrimp and reserve.
Add scallops and cook for five minutes.
Remove scallops and reserve.
Simmer cooking liquid for four minutes or until reduced to 3 T.
Remove bay leaf and discard.
Reserve cooking liquid.
In a small saucepan, whisk together the cream and egg yolks.
Heat over medium heat for about 2 minutes, whisking constantly, until thickened.
Mix together the shrimp, scallops, reducing cooking liquid and cream mixture.
Spoon the mixture evenly over rice.
Pour cream sherry over the top.
Bake at 325 for 25 minutes.
Let stand for 15 minutes before serving.
Garnish with chopped parsley, if desired.
Makes 6 servings.