Sauté the shallot and peppers. In a large skillet, heat 2 to 3 tablespoons extra virgin olive oil over medium heat until shimmering but not smoking. Add shallot and bell peppers. Raise the heat to medium-high, and cook for about 3 minutes, tossing occasionally.
Add garlic, tomatoes, capers, and spices. Add minced garlic, tomatoes, and capers. Season with a pinch each of kosher salt and black pepper. Add oregano, cumin and paprika. Toss to combine. Cook until softened for another 5 to 7 minutes, stirring occasionally. Drop heat to the lowest setting to keep the vegetables warm while you work on scallops.
Sauté the scallops. In a second heavy skillet, heat another 2 tablespoons extra virgin olive oil over medium-high heat until shimmering but not smoking. Add scallops and cook for 2 minutes on one side, turn over and cook until browned, another 1 to 2 minutes.
Add the scallops to the vegetables. Transfer the scallops immediately into the pan with the vegetables, nestling them into the tomatoes and peppers.
Garnish and serve. Remove from heat, squeeze just a little bit of lemon juice over everything, garnish with parsley, and serve immediately.