Slice scallops into thirds. Rinse zucchini and slice thinly. Arrange scallop in a circle with zucchini in an ovenproof dish. Season with salt.
Rinse lemon in hot water. Pat dry, zest and juice. Drizzle about 1 tablespoon juice on the scallops. Preheat oven to 200°C (approximately 400°F).
Melt butter. Press garlic. Stir garlic into butter and drizzle on scallops. Place on middle rack in oven and bake for 10 minutes.
Meanwhile, coarsley cut bread into croutons and toast. Peel and halve avocado, remove pit, slice and season with salt and lemon juice. Divide between serving plates.
Place the scallops on croutons and warm briefly in the oven. Boil the resulting juice with the cream. Remove from heat and whisk with the egg yolks. Return to low heat and stir until the sauce thickens. Season with salt and lemon juice.
Pour sauce over scallops, zucchini, avocado and croutons. Garnish with watercress and lemon zest. Serve immediately.