In small saucepan, stir together coconut milk, half the lime juice, brown sugar, soy sauce, curry powder, and season with ¼ tsp salt and pepper. Bring to a boil over medium-high heat then reduce to a simmer and cook sauce until slightly thickened, about 10 min. Turn off heat, cover and keep warm.
Toss scallops with remaining lime juice and oil, and season with remaining salt and pepper. Grill on barbecue preheated to medium-high, 1 to 2 min. per side, or until just cooked through.
Divide scallops among 4 plates, and serve with warm sauce and cilantro (if using).
The sauce is also delicious with grilled shrimp and fish.