Heat olive oil in a skillet over medium heat. Add onion and garlic; cook and stir until soft, about 5 minutes. Stir in tomatoes, green bell pepper, parsley, and green onions; cook until slightly softened, 3 to 5 minutes. Add crabmeat; cook until flavors combine, about 20 minutes.
Pour coconut milk and palm oil into the skillet. Cook until slightly reduced, 3 to 5 minutes. Stir in bread crumbs to give mixture a paste-like consistency. Season with hot pepper sauce, salt, and black pepper.
Stuff scallops shells with the crab mixture. Sprinkle Parmesan cheese on top. Arrange on a baking sheet.
Bake in the preheated oven until golden brown, about 12 minutes.