Prepare the scallops: if large, slice them horizontally into thinner pieces. Pat dry with paper towels.
In a bowl, gently whisk egg whites with milk, chicken broth, salt, and white pepper until just combined and slightly frothy. Do not overmix.
Pour the egg white mixture into a shallow, heatproof dish.
Prepare a steamer. Once the water is boiling, place the dish with the egg white mixture into the steamer. Steam for 5-7 minutes over medium-low heat until the egg whites are almost set but still slightly wobbly in the center.
Carefully arrange the cleaned scallops on top of the partially set egg whites. Continue to steam for another 3-5 minutes, or until the scallops are cooked through and the egg whites are fully set.
Remove the dish from the steamer. Drizzle with sesame oil and cooking oil. Garnish with finely chopped scallions. Serve immediately.
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