Bled in a small bowl, blue cheese, cream cheese, parsley and garlic; add wine to thin. Put 8 scallop shells (or large pieces of foil) on a cookie sheet. Fill the shells or foil, with 1/8 of mixture each. Top each one with 1/8 of the shrimp and 1 pieceof lemon.
Cover the shells with foil, or close the foil packets. Bake on cookie sheet for 20 minutes.