Preheat the grill to 450° to 550°. Once the grill is hot, add the scallops along with the lemon slices to the grill, cook for 3 minutes on one side, and then flip and cook for 30 seconds.
Coat the tomatoes in the 3 tablespoons of olive oil, season with salt and pepper, and add to the grill just to blister, about 1 to 2 minutes. Keep them warm.