Preheat the grill to the highest setting.
Place the scallops in their shells. Sprinkle the scallops with the cayenne pepper and polenta and place a lime slice on top of each.
Place the scallops under the grill for 3-4 minutes, until cooked through.
Sprinkle with the mint and Tabasco sauce, to taste. Drizzle with a squeeze of lime and serve immediately.