Prepare outdoor grill with hot coals, or heat gas grill to hot, or heat broiler. Coat rack with cooking spray. Cut peppers lengthwise in quarters; remove core and seeds. Brush skin side with oil.
Grill or broil 4 inches from heat, with skin facing heat, until blackened and blistered, 6 to 8 minutes. Remove to bowl; cover with plastic wrap. Let stand 5 minutes. Peel off skin.
In blender, combine mustard, vinegar, salt and pepper. With blender running, drizzle in oil until thick; blend another 1 minute. Add anchovy, thyme and half the roasted peppers; blend 1 minute.
In bowl, mix scallops and 2 tablespoons dressing. Refrigerate for 15 minutes. If not using grill, heat grill pan on stovetop.
In bowl, mix together zucchini and 2 tablespoons dressing. (If using grill, arrange zucchini in grill basket.) Cook 6 minutes, turning once. Remove to platter; keep warm.
In bowl, mix tomatoes and 1 tablespoon dressing. Cook as in step 5 for 2 minutes. Transfer to platter.
Cook scallops as in step 5 for 5 minutes, turning. Transfer to platter.
In bowl, toss mesclun with 1/2 cup dressing. Divide among 4 plates.
Thinly slice remaining roasted peppers; mix with 1 tablespoon dressing. Divide among salads, along with the scallops, zucchini and tomatoes. Serve the remaining dressing on the side.