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In a medium bowl, combine the mayonnaise with the mustard, lemon juice and parsley. Fold in the celery root and season with salt and pepper. Cover and refrigerate until chilled, at least 1 hour.
Preheat the broiler. Cut each scallop crosswise into 3 slices. On a baking sheet, arrange each scallop like a clover leaf, overlapping the slices slightly. Add the cayenne to the butter; brush on the scallops. Season with salt and pepper and broil until heated through, 1 minute.
Mound the celery remoulade on plates and set the scallop clovers on top. Garnish with caviar and serve.