In a bowl, combine the bay scallops, shrimp, and all seasonings. Toss well to combine.
Heat a skillet over medium high heat. Add olive oil to coat. Add the seafood and cook until browned on both sides and no longer translucent, about 1.5-2 minutes per side. Remove to a plate and set aside.
Start a large pot of water to boil, adding about 1 Tablespoon of Kosher salt. When the water is boiling, cook pasta to al dente, according to package directions. Drain. If the sauce is not prepared yet, coat the pasta with olive oil so it doesn’t stick together.
While the pasta is cooking, prepare the sauce. Heat the milk in the microwave or on the stove top until very hot but not boiling.
In a heavy bottomed sauce pot, melt the butter over medium heat. Whisk in
the flour and continue to cook, whisking constantly, until the mixture turns a light brown color, about 3-4 minutes. Lower the heat.
Slowly start pouring in the milk, whisking constantly. The mixture will look very thick at first and will thin out as you whisk in the remainder of the milk.
Increase the heat back to medium and cook the mixture, whisking continuously, another 3-5 minutes or until thickened. The sauce should coat the back of the spoon. If you put a little bit on a spoon and run your finger through it, the line from your finger should remain.
Lower the heat back to low and stir in the seasonings: salt, Cajun, cayenne, and paprika. Taste and additional seasonings if desired.
Add all of the Monterey Jack cheese and 1/2 cup each of the cheddar and Pecorino, stirring to melt. If the sauce becomes too thick, add a splash or two of warm milk to thin it out.
Add the sauce and shrimp mixture to the pasta, reserving about 1 cup of the cooked pasta. Test for creaminess. If it’s too saucy, stir in the remaining pasta.
Spoon the pasta into a deep dish pie plate or 9 x 9 inch square casserole dish. Sprinkle with remaining shredded cheese. Place under the broiler for 4-5 minutes or until cheese is melted and golden. Serve.