Preheat oven to 325°F (160°C) and set rack to middle position. In a large pot of salted boiling water, cook shells according to package instructions for baked shells. Using a spider, carefully transfer shells to a large bowl of cold water until cooled slightly, then drain. Drizzle shells very lightly with oil and toss to coat. Set aside.

Fill a large bowl with ice water. Poach shrimp in the same pot of pasta water until just barely cooked through, 1 to 2 minutes. Drain, chill in ice bath, then drain again. Chop shrimp into small pieces.

In a mixing bowl, combine crabmeat with shrimp, scallops, Dijon, mayo, Old Bay, shallot, and parsley. Mix well and season with salt and pepper.

In a small saucepan, melt 1 ½ tablespoons butter over medium-high heat. Add flour and whisk to form a paste. Continue to cook, stirring, until raw flour scent is gone, about 1 minute. Whisking constantly, add milk in a thin, steady stream, or in increments, whisking thoroughly to maintain a homogeneous texture. Add bay leaf.

Heat, stirring, until sauce comes to a simmer and begins to thicken slightly. Reduce heat to low and cook, stirring, until sauce is thick enough to lightly coat the back of a wooden spoon, about 3 minutes. Season with salt and pepper. Discard bay leaf.

Lightly grease a 9- by 13-inch baking dish with oil. Spread ½ cup béchamel sauce in an even layer on bottom of baking dish. Using a spoon, fill a shell with a large scoop of seafood mixture and place in baking dish with the opening side up. Repeat until baking dish is full.

Spoon remaining 1 cup béchamel sauce on top of shells. Melt remaining 2 tablespoons butter and toss with bread crumbs in a small bowl; season with salt. Sprinkle bread crumbs all over shells.

Bake shells until heated through, about 25 minutes. Switch oven to broiler setting and broil until bread crumbs turn golden, watching closely to prevent burning. Scatter minced parsley on top for garnish and serve.